Does anyone here have some tips how to ”opt out” from this?

It doesn't seem like you can. The airlines actually own the clearing house (ARC) that is selling the data.

You can. I emailed ARC and they complied with my request. Helps if you're in California and mention your rights. You can also opt out of them sharing your data. Any consequences to this I guess I'll find out later this year when I'm flying a lot (guessing absolutely zero).

Yes, email privacy@arccorp.com and cc legalteam@arccorp.com

You'll get a response from their legal counsel requesting some information for them to verify your request.

That's what I'm wondering - maybe a way to opt out when purchasing flights per airline?