> How is that even possible? Without more details about what this means and how it's done, this sounds a bit fishy to me.

Did you visit some explicit site without VPN (or at least a private tab)? Bingo. The data brokers will correlate you. Once your data can be correlated, whatever they gather is thrown into the pool. I'll bet that there's some back-scratching going on somewhere. Hey we know all about where John is at when he's driving, and we'll sell/give you that data and in exchange we'd like to buy/trade some ads on those other sites-of-interest he/she goes to.