The thing I have with collecting data, even if depersonalized, is that it's practically taken without consent. I'm completely fine, for example, with giving detailed, but anonymous usage statistics to Mozilla, because they nicely asked me if they may do that, to improve Firefox. I'm not okay with people just "taking" those statistics from me.
Tracking should be opt-in, not opt-out. I shouldn't have to tell you to stop tracking me, you should need to get my consent to start tracking me.
>it's worth noting that advertising is what pays for all the free content you enjoy on the internet
Which is why I whitelist trustworthy domains I frequent in Adblock Plus. Again, opt-in.
Also, advertisement need not necessarily be targeted. You can run generalized ads just as well. Sure, it might not be as profitable, but if the trade-off for more profit is less privacy, then I'm afraid I'll give priority to the latter.