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Advertisement targeting is a risk. Even just leaking your IP to various services introduces risks and being able to build profiles on your activities online introduces risk.

Usually the risk is you spend money you wouldn't have otherwise spend, but those profiles can also be used for future nefarious reasons. You're basically just relying on everyone running analytics to be good people, forever. Remember, anything on the internet is forever. And, even if they are, you're still relying on them having perfect security, forever. If a database breach happens and people now know everything data brokers and analytics services know... that's a problem.

IMO, nobody should browse the web without a reliable and trustworthy VPN, at all.