The link tax is one thing, but I would say GDPR actually aids in price discovery, because without GDPR one side of the transaction has no idea what price they're paying.
Knowledge of who you associated with and what you do when no one you know is watching might not seem dangerous to you now in the western world living through the longest period of peace in Europe since the fall of the Roman empire, but that shit gets people killed. You don't have to look far back. You don't have to look far away either, shit happens today. How many people lost their lives in communist/fascist revolutions over the past century even, if only because "they associated with the enemy"? Can you imagine what the SS could have done with the kind of data that modern ad companies have?