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The concept of "data" as it relates to everyday people is still evolving. Between copyright and privacy laws, we've gotten ourselves tricked into believing that there's such a thing as data ownership. If the government starts pulling your GPS records without a warrant, they get in trouble because that's a form of privacy invasion. If you post a photo online and someone takes it, crops out your watermark, and posts it on their website, they've violated copyright.
As an example, however, if an unseen observer follows you around and writes down every place you visit, does nothing with this information, and you never discover their activities, they have broken no laws. There is no legal concept that states you are the sole proprietor and owner of the information regarding your life and that the mere collection of this information is a violation of your rights. The closest legal offense for this behavior would be stalking, however not only does this tend to involve an element of harassment (something our hypothetical unseen observer would be incapable of doing), but it's also irrelevant because your phone can't be convicted of stalking you.