It is scary! my coping mechanism, which I admit is stupid, is to believe no matter what I do as long as I am online they have my data. But you are right most people just give absurd amount of data for willingly.

Not stupid at all. Nothing you do online should be considered private.

How would this affect my life in any way? Better ads for me? More useful searches? I really don't get this obsession with privacy.

And the surveillance could be inversely correlated to profitability. If they pour billions into these chat bots and can't monetize them to the revolutionary oracles they touted, one minor consolation is to sell detailed profiles about the people using them. You could probably sort out the less intelligent people based on what they were asking.