It's about all our data in aggregate, not about your friend's data in particular.
And yet it still affects your friend. How? Through other people. By having access to all that data the IT powers-that-be can easily build data models to manipulate people into many things, without them even realising it. Making political topics trend, encouraging harmful habits (like doom scrolling) and so on. That all leads to worse people getting elected, which leads to worse roads, worse taxes (higher/lower, whatever your friend thinks), more pollution and so on. That all affects your friend.
Also, what your friend said is that they basically don't care if other more vulnerable people get manipulated into all those things he said (wasting time, money, time is money btw, etc...) because they themselves aren't affected. Do they think of themselves as a person that's that self-absorbed/selfish? Probably not.
And your friend might also say, yeah fine, whatever, but I'm also just a fish in the sea, me changing my approach won't change anything for society. But do they vote?
You have to lead by example. It has to start from somebody, it has to start from all of us. That's how black people no longer had to sit in the back of the bus in the US. It started small. That's how gay people get to marry. It started small. And that's how people won't get manipulated by their online feeds. It starts small.
And if your friend is still, yeah, whatever, it doesn't affect me, tell them about the: first they came for x, but I wasn't an x, then they came for y, but I wasn't a y, then they came for z, but I wasn't a z, then they came for me, but there was nobody left to stand up for me.
Your friend is encouraging behaviours that will bite either them in the ass, or their descendants one day. It will be a war, it will be a law, it will be climate change and a forest fire, that could have been prevented if people cared.
And all it takes is a new messenger, new browser, a single add-on in it, and maybe a new website or two. They're not being asked to be a superhero, just to use a different computer programme. And that's all.