I don't understand this. Presumably there's nothing stopping Website X sending both: a) my email address; and b) Website X's URL.
Scenario: Joe Bloggs tries to log in to www.SiteThatSellsCars.com using Persona. Joe enters his email address. SiteThatSellsCars sends Joe's email address and "www.SiteThatSellsCars.com" to Joe's ISP. This translates to SiteThatSellsCars saying, "Hey, Joe's ISP, Joe is looking to buy a car, you should send him a metric shit-load of car adverts. He might not like it, but whatever. Thanks for the $20!". Then Joe's ISP replies with, "I sent Joe a token to his browser so he thinks he still has his privacy, but fuck him. Every customer you tell us about, we'll give you $20."
Perhaps I am being cynical.