The ability to track doesn't really add that much value to most ads. The only time it is helpful is if you want to get a specific person across many different platforms. If you have a niche product that is useful, but niches generally have better ways to get their target (ie the forums frequented by their target). When someone advertises a car they don't need to track - they need to get everybody in the world because that is their potential customer base.
Not long ago there was a front-page HN post about Smart TVs. From a lot of the comments I gather that, at least for TV, they now do. Possibly for some forms of radio too.
There are surely other uses. For instance, I might want to know if my ad is being shown again to a return visitor or for the first time to a new visitor.