Oh! Were you using your user cookie? I use yt-dlp a couple times a month, but I think I'm always unauthenticated (although I guess they could match my IP address in their logs)
Ah OK, I was thinking about youtube, I re-read it and saw noticed you were talking IG. Yeah, I've noticed some IG URLs are suspicious: different from other users or opening related info that it shouldn't be there.
So passing to yt-dlp would be traceable back to me in that case.
Definitely wasn’t cookies that’s what surprised me.