That's not quite what I meant - the ad network provides abc.com with a js file, hosted on the abc.com servers. That js file creates an ID from browser fingerpri

That's not quite what I meant - the ad network provides abc.com with a js file, hosted on the abc.com servers. That js file creates an ID from browser fingerprinting, which is saved in a separate cookie, or an additional data point within whatever abc.com sets. The ad cookie/ID is then sent from the abc.com server to the ad network (along with whatever data they need to determine what ads were seen/clicked), who collate all the data from wherever their js file is running, thusly allowing them to track you, without any requests from your browser being sent to any other domains other than the ones you directly visit.