Clicking on a link in an email you know you don't know who it came from
falls under the category of asshattery, not the tinfoil brigade.
There are legitimate reasons to collect data from users that don't involve spam or marketing. That doesn't mean spam and marketing aren't the majority of them. On the rare occasion when a valid one arises you need to evaluate it. If you think you'll benefit in the long run, you do it. I did many, many moons ago when the house I was living in was selected to be an actual Neilson ratings house.