They support the NAI which enables you to turn off various tracking bits. Let's not go around shitting on a whole type of business wholesale because of a few bad actors, hm?
You say "they" like all advertisers support this initiative. They don't. I was careful not to include all.
I can assure you that not everyone will follow it. Google is a part of NAI and they were found guilty by the FTC to be circumventing Safari preferences.