Maybe it's just because I am old, or have worked on internet software for almost 30 years, but none of this seems surprising or even concerning?
Someone sets up a server that accepts connections to it and then someone sends a connection request to it.
There has been no agreement on anything, no expectations or rules established. No one forces the server to accept any connection request it gets, and no one forces someone to make a connection request to that server. What the server returns and what the client does with that are completely up to each side.
I feel like this agreement (or lack thereof?) works both ways. I don't think users should get mad if a website decides to use information about your connection request in anyway it chooses, but I also don't think a website should be able to get mad if I do whatever I want with the data it sends to me.
In other words, websites can choose to remember whatever they want about my IP address and my request details, and I can choose to do whatever I want with what they send back to me (i.e. I can block ads or refuse to make followup requests that the site tells me to make, and i can choose to display the response in whatever way i want to) I asked for data, they sent me data.
If I don't want them knowing stuff about me, I shouldn't send that stuff in my request. If they don't want me to have that data unless I also display ads, then they should make me agree to that before sending me the data.
Of course, I know in practice most people don't understand what their browsers are doing, and there aren't a ton of practical choices for people around what their browser sends, and the internet is no longer an optional thing for a lot of our lives. I also know that things like DDOS attacks and the like make a completely 'anything goes' setup impractical.
However, I still have this gut feeling that we shouldn't expect too much from either side when we make an internet request.