Do the users want their click events fed into an advertising engine? Did you ask them? If you made this opt-in, how many would say, yes, please track my clicks in order to advertise to me? Even if its anonymized/aggregated.
A huge amount of advertising is enabled by tracking users against their will, exploiting the fact that many users aren't aware of what's going on, don't know how to stop it, or aren't as invested in their preference as the adtech companies are in their revenue. "A man is always right in his own eyes". If you're smart it's easy to justify this stuff to yourself because you're getting paid, but that doesn't make it right.