It's a trade-off. We gain privacy, and some companies potentially lose some business.
The law is not enforced in the UK at all. Accordingly those who do comply are being penalised unjustly.
The ICO (body responsible for enforcing) have themselves said they probably won't prosecute people for using analytics, because even though that's against the law it's not really all that bad. That's just one example of how vague the law has become.
So we're left in a mess where no-one knows what to do, and those doing the least possible profit. Hence our stance.
Hope that makes sense!
Is it because of the third-party component?
Shops don't know the last shop you visited, but websites do know the last website you visited (referrers). Shops don't assign you a unique ID the moment you walk through the door which they use to identify you on subsequent visits, websites do (cookies).