Cryptocurrency exchanges shouldn't sell your personal data. I want to say that they CAN'T but there is always a risk. So, I recommend you to use only popular and reliable exchanges like Kraken,
CoinDeal or KuCoin. It's good to feel safe, I don't even want to imagine that the exchange can sell my personal data! That's just ridiculous!
Yeah, but I think the risk is that personal data would be rather leaked than sold, you will never know if and when it happen. The key is to find reliable and trustworthy exchange, with high level of security. CoinDeal you mentioned recently has reached 1st place in ranking of top 5 trading platforms for EU:
https://cryptomag.me