I'd like things relevant to the site I'm currently visiting, not based on an attempt to construct a personalized profile of me specifically. The former is reasonable contextual advertising (you visit a sci-fi site, you get ads for sci-fi books), while the latter starts feeling like someone compiling an FBI file on my preferences.
Apart from the creepiness, it also helps me mentally compartmentalize and context-switch better, when the ads on a site are relevant to the site, rather than to some other site I may have visited in the past which is not what I'm currently trying to concentrate on. Now maybe that's the point: to throw me off my current train of thought by reminding me of some previous train of thought. I was previously planning a trip, but now I'm trying to research something else and trying not to think about that trip I have to plan, so I can get something else done in the next hour. But the advertiser thinks maybe reminding me of that trip would be a good idea, which is maybe even statistically justified, because I do have to plan it in the next week, and a significant amount of money will be spent. But that's so mentally invasive that it's what will probably drive me to finally install AdBlock.
It's like having your own personal Troll Clippy following you around whispering "oh interesting research, but remember that trip you have to plan? LOL I knew you would!" To get things done in a modern workplace that has pervasive use of the internet and pervasive distractions, you have to block out things that are relevant to your interests but not to the current task. And retargeting does not help with that.