Cross-site tracking is used to build a profile on you to determine that you're a "real" user and your browsing habits don't match the browsing habits of a bot.

Cross-site tracking is used to build a profile on you to determine that you're a "real" user and your browsing habits don't match the browsing habits of a bot. With this profile built, recaptcha and others can avoid showing you an actual caaptcha. Without it, they need to show you a captcha every time they need to verify you're human. Trust tokens are a way to do that verification in a way that doesn't also enable cross site tracking for the advertising purposes. They aren't supposed to help advertisers track you