Virtually every ad is abusive or obnoxious, because they track you. That's probably the leverage that makes online ads worthwhile. That's for better targeted ads, what could be wrong with that (unless maybe you see an ad for sex toys while you're looking at a site with your kid, oops). But data about you can be misused, or stolen and misused, and it's better in general to just not let the data be collected; you don't really know what they're doing with it.

Interesting observation: ad networks collect data about us, they can clearly identify us as individuals (which is why you see those sex toy ads after visiting a sex toy site, for hypothetical example). But there was never a privacy statement involved.