Ultimately, the sentiment isn't completely wrong. Using a different browser isn't going to save you from being tracked. Using one or multiple browser extensions isn't going to save you from being tracked. Using a VPN isn't even going to save you from being tracked.
Accounts are pretty much required to use most sites, and many also require connecting a phone number or other personal details. Privacy is actively discouraged, and attempting to pursue it leaves you with many hardships -- by design I would argue. You buy a product on one site, with no prior search history about it, and suddenly you start getting emails from unrelated sites about similar products. In capitalism, any information about your habits and interests also becomes a commodity. Why shouldn't people dismiss privacy in favor of convenience, in such a system? It seems futile to even try.
And if your government is determined to figure out who you are online, then it will. Don't make the mistake of thinking they don't know what you've been up to, here or otherwise.
It isn't completely right either. Browsers, extensions and, only in some cases, VPNs can save you from being tracked by some. You are describing first party tracking but the point is mostly to prevent third party tracking. An adblocker and an email relay goes a long way.
I agree with the rest though. Regulation is the only way.