Advertising is applied sociology. As such, advertisers want to aggregate large data sets into large segments that are easy to manipulate statistically. (Where the central limit theorem starts working.)
There is no demand for personal data or de-anonymization because that stuff doesn't sell.
The personal data collection is done by Google, Facebook at al not for advertising purposes. They're collecting it because they view it as a resource and a currency in the future de-anonymized world. (Think China's "social capital" except on a larger scale.)
Source: I've worked in the ad industry for over 15 years.