What do you think RTB is? There are websites that will sell demographic information from user profiles, but that's relatively rare. The overwhelming majority of the billions of RTB impressions are based only on location and website audience demographics. Those are things you get from cookies and ip addresses, information that comes entirely from access logs. No, companies don't sell their logs directly, but the vast majority of targeted impressions are sold solely on what is contained in a standard server log.

You seem to be knowledgeable about online advertising and forthcoming with sources. Do you have any evidence that anything near 50% of online ad data sold is based on the highest grade profile data? Because I'm certain that is not the case. I think you're confusing the business of selling profile data on individuals, which is indeed very old, with modern ad targeting. It's hard to persistently match that up with an ip address and cookie, you see. Which is why major ad buyers prefer to buy cookies that tag large demographic buckets like "young males in the midwest with an interest in cars" instead of the names and profiles of individual people. It's common sense more cost efficient, and access log data is much more prevalent and reliable than profile data.

I don't think that any of this works in the way that you think it does. Yes, re-targeting is creepy, cookies are rampant and the average page loads way too many external files. But companies do all of these things for a reason, whether you understand the details or not. If you don't like how they do business, you can just stop going to their websites.