Siphon as much data as possible. Keep it indefinitely, but don't synchronously add rows for shadow identities. Instead, build a querying infrastructure that projects your mountain of data into forms you can exploit at runtime. Part of this is sorting activity into unbound identities.
Now you get to have your cake and eat it too: all of the delicious privacy invasion, with the PR/legal bonus of being able to say you don't have "shadow profiles".
I'm sure Facebook has shadow profiles on everyone, just as I'm sure they're smart enough to prove they don't.