From my perspective, hundreds of unknown parties from unknown jurisdictions (likely not my own) potential collect, store (for unknown lengths of time and with unknown security measures) and analyze unknown amounts of my internet activity for purposes that include, possibly among other purposes, advertising, through means that are largely unknown to me (cookies? Flash supercookies? my browser fingerprint (which is quite distinct)?).

This is much more intrusive and not comparable to a company ad in my local newspaper or a magazine to which I'm subscribed.