The paradox is that your traffic is so unique that it can be compared to traffic captured from other websites you’ve visited and be used to build a profile around your commonly visited websites and current interests.
That fingerprint is then sold to brokers that forward to websites that will serve targeted content to your fingerprint when you do happen to show up. It doesn’t necessarily care what your identity is just that you have an identity.
I shouldn’t need a 9 point checklist to browse the internet. I’d rather there be proper user protections in place.