The problem is not the web tracking, the problem is your obsession about it. Stop worrying about it and your mental health will improve. Are you going to raise your kid to be afraid of the shadows around every corner?
The problem is the web tracking. And spending even a tiny amount of energy reviewing and installing Ublock Origin improves one's mental health in a way that's obvious when observing the browsing patterns of somebody who doesn't block ads.
If one wants to extend that obsession down to the source of web tracking and attempt to hide one's behavior from the entire advertising industry, that may run the risk of having a detrimental effect on one's health. But a) there is potentially new information which can be gleaned from trying, and b) one can always scale back to and depend on an easy-to-install set of ad-blocking solutions to filter the worst of it.
The only thing you'd save from not worrying at all about web tracking is a small up-front cost of installing an ad-blocker. Those savings pales in comparison to the distractions of being a constant subject to ads.
The problem is not climate change, the problem is your obsession about it. Stop worrying about it
The problem is not the rampant corruption, the problem is your obsession about it. Stop worrying about it
The problem is not ___ ______, the problem is your obsession about it. Stop worrying about it
Just give up, right?