You are right, we probably do give away much more personal information on other sites, but I think what the other users are referring to is that Google's revenue stream comes from ads and the data they sell. It might not be personal data, in that they sell company X my name, address, SS number etc., but according to their privacy policy, which can be a bit vague, it states (I made bold some key words, and obviously didn't paste it in its entirety):
We do not share personal information with companies, organizations and individuals outside of Google unless
one of the following circumstances apply:
With your consent.
With domain administrators.
For legal reasons.
And the one that is a bit unclear to me -
For external processing
We provide
personal information to our affiliates or other trusted businesses or persons to process it for us, based on our instructions and in compliance with our Privacy Policy and any other appropriate confidentiality and security measures.
So it sounds to me that they can, at their discretion, provide other companies your personal information. I'm not an attorney so I may be misinterpreting the policy.
Here is their privacy policy.
http://www.google.com/policies/privacy/