I guess part of the problem of that is that companies who might want to advertise on someones site might, not unreasonably, want the kind of stats and control set the hosting website just can't provide, but that a third party advertising company can.

I personally don't mind a certain level of information about my browsing being a bit leaky. I feel like it's a reasonable compromise to make for serving up content I want. Flagrant invasions of privacy are not ok, but I am more concerned with third parties serving malicious content through ads; Something I've seen enough to make me use an ad blocker by default.