The fact that people have been conditioned to expect it in a mobile environment doesn’t make it any better, or your desktop environment any more evil 
These days it’s simply a matter of knowing how much control you have over your data, and how much companies have access to that data. For example I’m quite easy to look up online, I use Gorb or Gorbles everywhere (trending to the latter, these days), my avatar is standard across most sites that support custom avatars and I make annoyingly-long posts in perfect English a lot of the time 
But I know what is out there, about me. I know the extent of the data I have on Facebook, what I have on LinkedIn (an unfortunate necessity in the tech sector). I own a smartphone, indeed, I work in smartphones (software as a platform, private sector, supplying the education sector), I’m hooked into the crazy and wonderful yet a tad worrying Google ecosystem, and several of my colleagues are also. The ones that aren’t are hooked into the Apple ecosystem, so go figure, hah.
To be honest there’s less on my computer that could identify me, in any way that’s hosted in a cloud space, than on my phone, or on my Facebook. Personal documents are offline and no program and indeed even my OS doesn’t have permission to automatically upload them. And so on, and so forth.
I guess the biggest security hole I have is I don’t vary my password too much between sites (because LastPass is such an awful interface for a site to have, despite us using it at work), and in terms of personal projects I keep most of my programming code on Dropbox instead of securing it to Github or Assembla or someplace.
I know the risks. It’d be a much better world if everyone else simply knew those risks too, and was at peace at the decisions they made.