Not really. If it's sold it's in the hands of god knows how many parties. If it's only used for targeting, it's still with one party. Maybe you find any sort of monetization of data icky, but the latter is definitely more preferable to the former.

This is something I don't get. Once I've clicked on an ad, the company has all my information to correlate with other databases they bought from someone other than Google, right? It takes me to their website, where they fingerprint my browser, drop cookies, etc. How is that materially different than Google selling them my info? If I interact with it in any way, they get all my info. (And in fact, with ads that include Javascript, do they even need me to interact with the ad?) This seems like a distinction without a difference to me.

That's definitely technically doable but that doesn't require Google in the mix. You clicked and went to a website that used those databases and your browser to fingerprint and identify you. Not sure how Google also having this data is somehow relevant to any of that.

The parent comment's point is that you can get info for the user from google by doing this. ie.

1. google sends you a bid request, which contains the user's demographic/interest information

2. you respond to it with a bid, which has a unique tracking id

3. if your bid wins, your ad gets served. from there, you can serve a javascript payload that fingerprints the user. at this point you can create a huge database mapping of device fingerprint and ip (probably unique, but also pseudonymous) to interest/demographic data.

4. (optional) you can correlate the data you've gotten with third party databases to augment the data you already have. I'm not sure how viable this is. You can get more demographic information, but deanonymizing the pseudonymous identifiers from step 3 might be difficult to impossible.

All of this only really works if you can fingerprint the user, which might be against the ToS of most ad exchanges. They're probably also on the lookout for this type of thing, because you can imagine this is pretty important business data. However, if you're big enough, you might be able to convince the ad networks to let you fingerprint for "fraud prevention" purposes.