Website operators need to get paid. Advertising helps subsidize their costs, often allowing them to provide their services for free. But this is usually done via third party cookies, which means you have no control over what information is collected about you and your behavior, or who it's sent to. Since they are usually implemented by the website itself, they can collect pretty fine-grained data on you. There is no reason for any of these adtech platforms to let you customize or access this data.
Google is about to follow Apple's lead and forbid third party cookies. This is unequivocally a Good Thing. But there has to be an alternative so that advertising can continue to hold up the internet and keep it freely accessible.
The best solution is to move that information into the browser itself, where you can control it. That's true privacy: the ability to choose what others know about you. If you want anonymity, you can turn it off. It's a solution that covers all the bases.