Why do we think we own our own data and who created this myth?

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I am on the hunt and hoping someone can help me. I continually read that consumers think that they own their own data.   I have no issue with the concept of rights of access, controls and rights of use, but ownership is a totally different matter.

I was reading this from CTRL-SHIFT about midata that got me going.

Yes you can own your photos and documents you created but that is not the same as owning your bank records or your telephone log.  It is a different issue about what can be collected, what that data can be used for and how long it is held for, but where did this idea that consumers can own their own data come from, who started it and why?