This sort of creepitude isn’t even specific to online ads.
You know postal junk mail? The “direct marketing” companies that enable it will cheerfully sell you a list of the home addresses of people meeting any demographic characteristics you want.
Do you have reason to want a list of 18-25-year-old gay men in the Boston area, widowed Asians in San Francisco, or military veterans in Oklahoma City? With their names, ages, and their home addresses?
They can sell you one, perfectly legally, and it’s not even that expensive.