The current online advertising data ecosystem is broken. Web-users are repeatedly deceived by dark design patterns into clicking “Accept All” on cookie consent banners, unwittingly opting in to a myriad of unintended data flows. These data flows can have drastic consequences, ranging from targeted advertisement all the way to social oppression. To combat these problems, we present Papaya Privacy, a new way to empower web-users using AI-powered cookie consent and data monetization mechanisms. We designed and implemented two interventions, Agent Papaya and Papaya Payback. With Agent Papaya, our Agentic AI-powered chrome extension, we give users the ability to set their cookie preferences once and execute this seamlessly across websites, mitigating the effects of dark design patterns. With users now able to effectively opt-out of data collection, we conceptualize an alternative data market, Papaya Payback, based on the theories of Data Unions and Contextual Integrity. Through simulation, we show that by allowing users fine-grained control of who gets to access what data of theirs and for what purposes, the Papaya Payback market creates greater social welfare than the current online advertising data market. Together, Papaya Privacy’s two interventions demonstrate a practical path toward a consent-enforcing, user-centered, and economically viable data economy for online advertising.