Behavioral data—captured through digital interactions, smart devices, biometric systems, and algorithmic tracking—is a valuable resource for governments and corporations to understand human behavior, predict actions, and optimize services. However, the exploitation of such data has raised critical ethical concerns involving surveillance, manipulation, privacy violations, digital inequality, and sovereignty conflicts. This study analyzes international differences in behavioral data ethics across Europe, the United States, China, India, and Brazil by comparing legal regulations, cultural expectations, and policy enforcement mechanisms. Using conceptual analysis and hypothetical survey data, findings reveal that ethical standards vary according to political ideologies and socio-economic interests. The paper proposes a global ethical governance framework centered on transparency, consent, fairness, and accountability to build user trust and support ethical technological innovation.