Personal autonomy is at the core of liberal societies, and its preservation has been a focus of European Union (EU) consumer and data protection law. Professionals increasingly use artificial intelligence in consumer markets to shape user preferences and influence their behaviours. This paper focuses on the long-term impact of artificial intelligence on consumer autonomy by studying three specific commercial practices: (1) dark patterns in user interfaces; (2) behavioural advertising; and (3) personalisation through recommender systems. It explores whether and to what extent EU regulation addresses the risks to consumer autonomy of using artificial intelligence in markets in the long term. It finds that new EU regulation does bring novelties to protect consumer autonomy in this context but fails to sufficiently consider the long-term consequences of autonomy capture by professionals. Finally, the paper makes several proposals to integrate the long-term risks affecting consumer autonomy in EU consumer and data protection regulation. It does so through an interdisciplinary approach, drawing from legal research and findings in the study of long-term thinking, philosophy and ethics and computer science.