When you share things on social media, you are sharing with the world and the agencies that want to track you.
Alternatively you could use a platform where the data you upload is placed in your server and private only to you. You then have the option of sharing some of your data with the world, and some with particular parties.
It is not the social media provider, but your server that is delivering content. You, and you alone, have the record of who viewed what and when. Your server is not a data collection device for other agencies, but a platform for you to share as you see fit.