Earlier quoted context omitted.
When you allow targeted ads into your life, you're putting changes in your behavior on the market each time you touch a device. Those behavior changes are intended to make you give the buyer more money than they paid. The market will find every flaw in your psychology that can be used to take money from your pocket. These flaws exist: Las Vegas is built on them. Targeted ads are the Las Vegas of the mind.
If you're on Facebook, they know what you're doing whether or not you're blocking their ads. Blocking ads from third-party sites makes sense for the reason you indicate, but blocking ads served up by the very site you're visiting does not actually help privacy at all.
It's that targeted ads are meant to manipulate your decision making. In order to do that, you're tracked, yes. You can prevent them from manipulating your decisions (put your blinders/Adblock on), which is really great even if you can't prevent them from tracking you.