The way the ads industry works today is both better and worse than most users think.

Imagine going to Pottery Barn's site, and then later to a publisher and seeing a Pottery Barn ad.

Most users assume that Pottery Barn knows what other sites you're visiting, and that the publisher knows that you visited Pottery Barn.

Actually neither Pottery Barn nor the publisher know about each other.

But a company you've never heard of knows both!

That company you've never heard of will have less hesitation about selling that data to someone else.