Indeed their shadow profiling via other websites is a serious concern (I usually try to block requests to fb/goog on other websites, with the help of some brows

Indeed their shadow profiling via other websites is a serious concern (I usually try to block requests to fb/goog on other websites, with the help of some browser addons). But my main concern, as other people mentioned it here too, is rather about the safety of the displayed ads: malevolent ads are an important security (and privacy) risk. And I doubt ads sellers would cover any damages occurring to me because of them (moreover proving it seems difficult).