"Google may know my current location, which bands and pizzas I like, my job, all I've searched so far, and even does automatically scan my mail to put some targeted ads in it. Ok, but at least formally, they offer me the chance to opt out from all of that: don't track my position, don't save a chronology of my search history, don't do targeted ads, ..."

That's not an accurate assessment. The key here might be "while actively using the service".

You cannot opt out of such things while in Gmail, for example, any more than you can opt out of Facebook intelligence while using Facebook.