Agreed. But what if you don't want to log into that website, or maybe that site has no login at all. If it has a Facebook "Like" button, that site still sends a ping back to Facebook, letting them know you were there, and feeding Facebook's algorithm about your interests. Same goes for Google Analytics, a Twitter share button, or the growing list of tracking scripts which get executed upon page load without even showing a visual indicator that they serve some purpose.
I'd guess that the vast majority of visitors have no idea that by visiting a 3rd party site, they're feeding that visit to the list of 3rd party trackers you find on many sites today.