Not every site does it, but most of them do have tracking of some kind (at least google analytics). I refuse to give up these information in exchange for access to content.

If me blocking ads/tracking results in some company shutting down, then so be it. But maybe others will jump in to fill that gap and try something different like, say, a subscription fee, in which case I'll happily pay.

But if I/we just stop using those sites that I truly enjoy, then if/when they shut down others might be afraid to go into that market because they might think there's not enough interest in it.

All of this is just a guess, obviously.