My bank knows my employer and which ATM I take money out of.
If you’re in the US, your bank knows way more about you than that and it’s naive to believe otherwise. A lack of credit doesn’t mean a lack of tracking; it just means your data is being pulled from elsewhere.
If you’re not in the US, you might have a better chance at privacy.
Do you have a drivers license? A social security number? A phone number that you’ve used for anything else? Utility bills? Relatives? A car? Other large property?
Cash doesn’t mean shit unless you pay for everything in cash and never use the same info (including name, address, phone number, social, etc) for everything.