Do you mean that purely in the sense of marketing and advertising? i.e. they want to market to me as effectively as possible, so that's why they're going to these great lengths?
Every data point gathered builds towards a more comprehensive knowledge they have on you. It hardly matters if you never log in to a third-party site using credentials from Facebook/Google/etc., that's just icing on the icing on the icing for them. They'll know if you logged in regardless, as long as their widgets or services are in place on a site.
While cookies are certainly the most common means of following you around the internet, there's other means of fingerprinting that, while perhaps not as laser precise, certainly provide more data than most people realize.
Why do you think ISPs are so ardently against people's ability to use them as dumb pipes? And why has the smart TV platform landscape grown like gangbusters (spoiler alert: Roku's CEO has outright said why https://www.theverge.com/2018/7/20/17595384/roku-ceo-anthony...)?
edit: clarifying grammar
I like to think none of it applies to me because I don't consume, but that's another story :)