Whenever you visit a web site, that's tied back to your device and your name / identity. Data brokers have browser fingerprints. You have lots of CDNs hosting content and third party cookies. You're not anonymous online anymore.

Many "fun" surveys are built to help collect data to better profile you. There are many techniques here, from asking a mixture of innocuous and profiling questions, to looking for correlations. With a few, you can extrapolate a person's age, political leanings, etc.

This is snowballing, and it's hard to predict how data collected today will be used, or what inferences will be possible. It's safer not to do a threat analysis every time, but just to click one button each time and not risk letting profilers know your value system.