Grocery stores track you because they can use it to analyze and increase sales, a fairly direct benefit that is difficult to "compete" with as a consumer. Internet companies use it to sell you ads, which is pretty much just about the money, barring exciting conspiracy theories. We can put a decent number on how much money that is, and it really isn't that much money. Facebook makes on the order of $20-40 per year in revenue from a user [1], and the nature of the business is they do better per user than most other people. For something like Cliqz we could easily be "competing" with a revenue of less than $1/year/user, at which point the business case of that extra dollar vs. the catastrophic loss in business if they get caught is a plausible set of incentives I can believe for them to not do it. Not proof, but plausible.