My wife and I routinely use ad blockers, private browser windows, browser profiles, and try to use as little ad-supported products as possible. This doesn't stop targeted advertising, I guess because most devices we use connect through the same IP. A couple of days after she starts looking up a city we want to travel to, I'll start receiving ads from airline companies or travel agencies, and even tours/cruises to said city/region. Fighting tracking and spyware is nearly a lost cause unless you become a digital Amish.
The best way for small ad tech providers to compete with "big tech" has been to cross lines that the bigger companies won't cross, this is an example for why there are a lot of profitable ad tech companies in the connected TV / video ads space.
Even if you use a VPN, the TV itself likely has a unique ID for ads, so someone just needs to see one request with both the true IP and the unique device ID and then remember that for the future. It's all very shady. TVs are very far behind the level of user control that phones and browsers provide because there's less scrutiny and its more fragmented across manufacturers (all of which want to get in on ad tech).
You can usually find some opt-out of the identifiers if you dig deep enough into the menus, because multiple laws and regulations require them.
But sure enough, it works just fine with no ads, no "free tv channels", and no voice functionality.
We have an LG tv and one of my family members hit accept all after an update and now my remote listens to us. To fix this properly I would need to factory reset which loses all of our streaming settings. I actually don’t because I have a separate ISP only for our TVs so there’s a bit of separation between our streaming use and phone activity