Is this seriously a surprise to people? I mean, hasn't this sort of thing basically been happening ever since TV commercials were a thing? Advertisers want to know where their ads are being shown and how effective they are, so it would make sense that all the ad data is gathered for consumption elsewhere. It's not inherently bad, but it so often is portrayed as some big scheme. It's not (unless you're visiting some sketchy site).
PS: And hate to break it to you, but those adblockers you have installed aren't necessarily solving the issue either (you can still be tracked).