It's a sizable revenue stream for the payment networks, credit bureaus, Tivo/Roku, and others you wouldn't even think of. When a cashier asks you for your zip code or phone number in the store, that's two ways used to tie the purchase back to your identity.

I did enjoy my time at Quantcast. The dataset is used for more than targeting advertising. For example, Quantcast's offers a free analytics product that uses the same dataset.

I am conflicted, and my view on data collection more broadly is more nuanced than what's in this comment. For this kind of data collection specifically: On one hand, it's how the entire publishing industry has built their revenue model. And I like news, sports, content, etc. On the other hand, it's creepy for a 3rd-party service that I've never heard of or interacted with being able to infer traits about me based on my browsing patterns, and then sell targeted advertising to yet another company I've never interacted with. I use an adblocker specifically for this reason, despite running an analytics startup.