Web tracking is different in that it's ongoing tracking of behaviour. When I buy something from a shop, that's the end of their knowledge: the shop has no idea what I use it for.
Single woman driving a Subaru? Your odds of being lesbian go up a few points. We'll target you for a certain form of advertising.
This has been going on for decades. Before the web ever existed.
Following the shopping analogy, it'd be like they let you in the store, but they won't let you leave with your purchase until you fill out a survey by a 3rd party company.