Additionally, data brokers and data clean rooms now allow you to share data making it easier as well. Snowflake, liveramp, etc all offer super easy (and privacy compliant according to them) ways of implementing this.
I tried to request my data from a couple of meida companies, (criteo, apogee), criteo required a image of my drivers license, and Apogee just ignored it.
I am not 100% sure but I believe in the US, only California has an official data compliance law (CCPA). GDPR applies to some degree as well but I suspect that many businesses will only make a best effort until decent fines are handed out.
