
In the past, consumers didn't get much of a choice about sharing their data. Visit a website, and it may studiously monitor your clicks behind the scenes. Leave the website, and it could still follow you all around the web. Return to the website, and be punished for showing too much interest or embracing competition.
All that has changed since the introduction of data protection laws in Europe and with the demise of third-party cookies (Google is phasing them out this year, the last of the major participants to do so).