FWIW, Spotify thinks it knows my age and gender, but it really doesn't.
Any attempt to demand more information (e.g. respond 403 Forbidden if certain HTTP headers are lacking) would fundamentally fail, and/or fragment the ecosystem: existing clients would be broken on such sites, due to not sending the demanded headers; new independent client software will implement these demanded headers with spurious values, because they’re representing users more than the creators or advertisers, and almost no users want to provide such invasive details. It’s only client software from companies like Spotify that will genuinely attempt to provide the correct details.
Would creepy tracking software really tell you anything about your audience that you don't already know?