That’s a bit like saying you’d rather have cameras inside your house streaming your every move than have paparazzi at your door.
In the current model, the third parties have to fight and spend resources to get an imperfect profile of you, while you can make their life harder every step of the way. But your browser has access to information those third-parties could never have; it can make a profile from real data without you having the chance to block it.
Both are bad for privacy, but the new method is way worse and has the potential to become even more invasive. What if Chrome decides to share your bookmarks? Or settings from your extensions? Or specific pages you visit, including private GitHub repositories for your company? Or full URLs with sensitive keys in them?