The thing is, that's bullshit.

Here's the other perspective: Data brokers don't really want your data if you don't want them to have it. It's a legal liability for them, and most of them are struggling to work at the scale their customers demand already. But publishers want high advertising rates and that means advertisers want to make good bids and that means both actually want a data broker involved to deal with the technical (collection, filtering, aggregation, ETL) and legal (GDPR) bullshit.

But then publishers and advertisers don't do their due diligence or decent engineering and just shovel illegal shit to data brokers on the backend. The ones that shut up and launder it do well; the ones that actually try to do a good (technical, legal) job drown in account management and data processing overhead.

So fuck that site. They are the ones that care about your data, they're just making a show of keeping their hands clean while they pay someone else for the dirty work and hiding behind their (half willful half stupid) ignorance of how their own industry works.