A plausible example: Your insurance company knows how much money you make, and how fast you drive, and takes this into account when setting your insurance bill. Even if you never thought you gave them this information.

Another example: there are fallen countries that try to penalize abortion even in extreme cases (rape, incest) Having the data in your ad-exchange’s online profile that you bought a pregnancy test and a bus ticket to another state that allows abortion may be enough to get you jailed.