No but seriously, does being in a group of "thousands" of people really preserve privacy particularly well? It seems quite likely that with groups that small, membership itself could be considered privacy-compromising, e.g., a group of people that all have some medical condition.
At the most fundamental level, I feel like if you know which advertisments are targetted to me, and those advertisements are well-targeted, then my privacy has been invaded.
It seems to me there is a fundamental conflict between good targetted ads and protection of privacy.