You're being watched. Some of these tools (in the merchant's UI) have a list of users browsing the website with an option to show in real-time what you're doing

You're being watched. Some of these tools (in the merchant's UI) have a list of users browsing the website with an option to show in real-time what you're doing, what page you're viewing, typing, and how you're moving your mouse cursor. They'd probably show your webcam and mic feed, if they could without being obvious, too.