I do, because I don't do a lot of physical or online shopping for fun, nor I spend time looking for new products by reading reviews or lifestyle articles. I do prefer to see advertising about things that are a bit related to my interests.
Though I also find intense tracking creepy (but this is more ad stickiness / retargeting / remarketing than pure targeting).
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Marketer speaking now: reducing targeting also means that ads ROI will fall and it will probably reduce the number of companies able to afford media space. Economically speaking I think it is a problem to not leverage the data we have to help new businesses finding an audience.
To speak truth about this, if the point is about "selling data", targeting ads is not about selling data. It is about enabling advertisers to reach a "target". Saying I want people that are female between 20 and 30, does not mean that you will get their profiles in your inbox. They will just see your ads.