Because things like even the window size connects that data together. Window size, features of the browser http://www.supportdetails.net/ is a non malicious version of it that only shows very basic support details.

So that ties all the visits together. From there you then can say well we know from past days that Todd visited this website and that website typically back to back. So this anonymous user data is likely Todd because of the browsing habits Todd has is supported by this data.

Additionally they get third party days to confirm and tie it together. So they’ll eventually see you login to a website and get those account details like email address. From there they’ve built a full profile on you. Even if some websites are wrong, most of them are correct and that’s all that matters.