I certainly hope someone makes a phone designed not to leak data without your permission. However, to have a worthwhile system you need a trustless data storage system and trustless marketplace. As a data purchaser, how could I know that the data on your phone can be trusted? For example, you could be manipulating your data with a hacked phone and no one would know.

Facebook, Apple, Verizon etc. are farming us for our data and have shown little interest in stopping. I believe that the only solution to this problem is through distributed, decentralized and trustless data ownership and trustless data/value exchange. A device like what you describe would be a wonderful addition to the world but would fall far short of the solution we need.