Correction: they make it up by giving third parties the ability to lift each and every bit of identifiable information available from your browser, to profile you, to sell your demographic information (lat/lon/approximate age/wealth/family situation/etc, etc) to middlemen who will then in turn sell the opportunity to advertise to you in a real time bidding process to the highest bidder, some ad agency that bought campaign inventory.

If it was just the ads I highly doubt there would be any issue at all.