I don't find that to be so. I use Firefox with AdBlock, NoScript, RefControl and Disable WebRTC. In NoScript, I've flagged third-party ad servers and trackers as untrusted. In RefControl, I block third-party referer by default. I use private browsing mode, and accept third-party cookies from visited sites, but all cookies are deleted when Firefox closes.
I do allow useful content from third-party scripts. But that doesn't include crap from Facebook etc. And it's very rare that I need to enable other third-party scripts to get what I want from sites. If there's something truly evil that I want to read, I fire up a LiveCD VM.