Now website code does typically run on your device, but I'd say that once you're a paid logged in user you clearly accepted to run it, under the conditions of it staying in its browser sandbox so... if you think it's "malware" then just stop being a customer. Otherwise software has a right to monitor its own operation.
...but yeah, maybe I missed the context a bit, a tracking pixel style tool will likely be used to track not customers but leads, so I do get your point, it gets trickier there and maybe privacy laws have a point there (as long as they stop there... hint: they usually don't!)