Is there anything inherently bad about a site using your data to serve you more relevant ads, as long as your data is not passed on to a 3rd party? Is there an

Is there anything inherently bad about a site using your data to serve you more relevant ads, as long as your data is not passed on to a 3rd party? Is there anything inherently bad about a stalker passively observing and recording your every move, as long as they don't disturb your daily routine or pass the data along? Even if you find the stalking behavior (cross-site tracking) of ad companies acceptable, there is a significant risk that your data leaks or is stolen. So, I should be able to decide who I trust with saving intimate data and who I don't.