I don't necessarily think this is true. Advertisers want to be able to attribute revenue to the types of ads that they show, that way they can spend less money on advertising and focus it on the channels which actually work for them. Cookies are the best way of attributing online ads to online sales.
TL;DR they want effective attribution, not to wreck your browsing experience.
TL;DR they want effective attribution, not to wreck your browsing experience.