Tracking is an integral part of advertisement on the Internet. While there are websites that display ads without tracking users to gather information, most forms of advertisement rely on profiles and tracking.
The reason is simple: the more you know about a user the more targeted ads you can display.
Do Not Track (DNT), a method to inform sites that a user does not want to be tracked, may have been a step in the right direction but since it is completely up to the company to honor it, it is not very practicable for users.