Now you’re just spreading FUD (Fear, Uncertainty, and Doubt) and, quite frankly, it’s baseless:

• Microsoft (which is my employer, as you can see from my profile) takes Azure customers’ data very seriously and does not share customer data for purposes like advertising. This is especially true for business products like Azure or Office 365 and it’s well explained on the Microsoft website: https://www.microsoft.com/en-us/trust-center/privacy
• Okta does not sell information either, as stated in their privacy policy: https://www.okta.com/privacy-policy/ What you linked to is the list of services Okta users can integrate with to enable Single Sign-On; that does not mean they sell user data.
• Same thing for Auth0: https://auth0.com/security/

Especially when dealing with enterprise-grade solutions like these three (and more), backed by strong compliance certifications, data security and privacy should be a guarantee.