There is an entire industry built on buying, combining, and selling information about people who have never heard of it, and whose members most individuals could not name. Data brokers are companies whose business is assembling profiles of individuals from many sources and selling them to anyone who will pay, advertisers, insurers, employers, landlords, political campaigns, and sometimes anyone at all. Most people have never knowingly interacted with one, have never agreed to be in their databases, and have no simple way to leave, which is precisely what makes the industry worth understanding.
A broker's profile is not collected in one place, it is assembled from many, which is the source of both its detail and its resilience. Public records supply names, addresses, property, and court filings. Loyalty programs, app permissions, and website trackers supply behavior and interests. Purchased data sets from other companies fill the gaps, and increasingly, location data harvested from phone apps supplies movement. The broker's skill is in linking these fragments to a single identity, so that data which seemed harmless in isolation becomes, once merged, a profile that can include your income bracket, your health interests, your habits, your relationships, and your daily movements, none of which you handed over as a whole.
The reason this is so difficult to escape is structural. You never had a relationship with the broker, so there is no account to close, and the data was gathered from third parties who did have your consent, buried in agreements you accepted elsewhere. Some jurisdictions now grant a right to request deletion, and exercising it is worthwhile, but it is a slow, per company effort against an industry of hundreds of firms that continually reacquire the same data, so deletion is less a permanent exit than a temporary reduction. The harm is not hypothetical, these profiles influence the prices you are offered, the advertisements aimed at you, and in some cases decisions about credit, insurance, and employment, made by parties you never dealt with, using data you never knowingly gave.
The value in understanding data brokers is not that you can fully remove yourself, because under current conditions you largely cannot, it is that you can see the mechanism that turns scattered online activity into a marketable dossier, and act to feed it less. Limiting app location permissions, declining loyalty tracking, blocking web trackers, and submitting deletion requests where the law allows each reduces the raw material the industry depends on. The larger point is that a market in you exists whether or not you take part in it knowingly, and the first defense against a system built on invisibility is to stop it being invisible, because you cannot push back on a trade you do not know is happening.