My point is that Google Analytics (or Matomo or whatever visitor statistics you are using) is outlawed, while it is apparently completely legal for Google Ads to include dozens of "fourth-party" javascript files and everybody keeps records of what pages you visit.

It's totally backwards. Embedding content (using a basic HTML feature, sending basically only the IP address) can get you in legal trouble. But if I visit a website about say, lawnmowers, then ads for lawnmowers follow me around for weeks, because the site owners sold every mouse movement on that site for a fraction of a cent to advertizers.