I'm with
@ubersonic here, it's a very useful advert isn't it? So whats the _real_ problem here?
Well, imagine if the govt demanded that they must know every page you visit, have transcripts of every conversation you make, etc.
I don't think people would be happy about it.
Most people wouldn't really be happy about the level of tracking that exists on the internet - if they were more aware of it, and the potential (potential) implications of this data existing and being shared for unknown purposes.
What if, for example, your insurance company used the details of your purchases to determine that you were a higher risk and therefore your premiums should increase?
The point is that nobody asks to use this data. They just use it. It's become the default, normal, status quo to allow companies to gather data, to track you across websites, and nobody ever asks if you're happy with that.
And it doesn't have to be anonymised. It can be linked to your Google account, your Facebook account, etc. At which point they know your name and whatever other details you've plugged into those systems. And then your shopping habits and everything else is linked to you, personally.