I know Red Shell will dominate this thread due to how controvsial it is but just to be clear, it was not about tracking what games you play or making games better as some users mistakenly believe. It was about tracking how effective advertisments were in making people buy certain games (specifially the developers games).
This is no different from cookies in what it claims to be doing and the keyword is "claims".
If you were unhappy having your info collected you could contact Red Shell and opt out, however the company claims to not collect any user identifable information so how is it possible to opt out? Oh it does collect info that can identify you but don't worry dear user, you can opt out. Assuming you even knew you were using Red Shell in the first place. As has been pointed out, Red Shell was not even a thing when Civ6 launched yet the usual misinformed defense squads were quick to blame end users for not reading the EULA despite the fact Red Shell is not mentioned even once in there.
While in reality I believe Red Shell really was just interested in helping developers and advertisers, it was found to be collecting way too much none essential information and the facts that you could opt out (which would be impossible if you were truly anonymous), that is was collecting unrelated information from users such as installed fonts, that you can either install it as its own .exe or embedded it within your own software (making it almost undetectable) , developers remaining very tight lipped if they have included red shell; I could go on but frankly the point is that everyone likes making money but some methods are deemed more acceptable than others.
Red Shell itself in my opinion needs to be more transparent as to reduce paranoia but at the same time we live in a world where things can be patched in and out of games very easily. Just because Red Shell is gone for now doesn't mean it won't be patched right back in again in the future when the controversy has died down.
As for the EU GDPR, I have zero confidence in it. Red Shell is a US company so how is the EU going to bring Red Shell to court for breaking EU law? I think the review bombing on an already mediocre rated game did more to twist 2k's arm frankly.