All data storage attempts, even the OP_RETURN stuff, are technically abuses the protocol was never intended for.
Many of the greatest developments in computing history (and indeed, human technological history on the whole) are the result of people finding uses for things which were unintended by their inventors. Good thing that most inventors are not so protective of their inventions that they decline to let others use it for new things. Those that did, found themselves surpassed quickly.
You only need to find one person who did not agree to data storage, for it to be non-consensual.
For the sake of avoiding wasting time on a survey, I will just decline to consent to data storage myself.
Then you should delete the entire blockchain from any nodes that you have running right now, because there is arbitrary, non-financial-transaction data being stored in it already. LOTS of it. If you decline to consent to store that data, then you have no choice but to shut down your node, unless you have some sort of magic decoder that can sort through the millions of transactions to find stuff secretly encoded into addresses and such, and discard it while keeping the valid stuff.
I didn't say there exist non-appropriate financial transactions.
So what is your problem with Counterparty, which is designed to carry financial transactions (but, in the mode of all such inventions, could be used for other stuff as well)?