One reason you can believe the claim is that there's no real market for personal data, despite the folk belief that everyone's data is somehow worth a fortune.
No real market is an easily disprovable claim. While not worth a fortune in the small, in bulk it's worth a imperial butt load. Attention is what you're able to sell. That's advertising and sales. E.g. do you think that those associated with others in right wing militia would be more or less sensitive to advertisements for gear for prepping? How big is that market?