Real life example - back when the CSS history snooping trick still worked, a travel site I worked on used to offer additional discounts to people who'd visited competitor sites that we knew were beating our regular pricing.

Imagine you had a brilliant idea to start a company which served demographically targeted advertisements to users across the web. Since you are brand-spanking-new you have very little data about users. You need to find a way to quickly and cheaply build demographic data about users so you can actually accomplish your mission.

If you launch a ton of these types of games, you could build a pretty decent database of user's browsing histories. If you are using news sites as your sites of interest, you could use that browsing history to build up demographic data about each of the people who play your game (demographics for large sites like CNN are pretty well known).

There are certainly other reasons, but this is the first one that came to mind.