You are probably judging too quickly.
To quote myself:

I don’t think this is really a problem. it allows sites to get some data about their advertising, without users giving up anything personal. The setting can be disabled, but if you do that, you rely on normal cookie policy, so unless you have disabled cookies for the site, in which case many sites don’t work, you will probably be giving up way more data than with the setting on.

If you want to disable it go to “settings” -> “Privacy and security” -> and scroll down until you find: “Website Advertising Preferences” -> Disable the toggle.

I don’t see anything nefarious about this, as far as I can tell, it’s a measure to protect users without breaking functionality of a site.