I’m a web developer in a marketing department and agreed UTM tags aren’t really nefarious. We generally use them to track campaigns, and to see the effectiveness of our paid campaigns. (As in how much of a return on investment did we have, are people continuing to traverse the site after hitting the landing page, etc) That said those codes generally don’t give us any info about the user other than what parts of the site you are hitting, (which we can find out through other means anyway). There are tools out there which can give us a creepy amount of data about the users on the site, but UTMs aren’t it.

Removing them when sending out links is good practice as you probably only really need a fraction of the characters in order to get to the site, so your links are cleaner, you look like less of an idiot, and ironically marketers will end up having cleaner data (I doubt you care about this, but it’s true.)

That said, if you really want to prevent sites from getting your data when browsing turning off JavaScript in your browser would probably have the biggest impact.