Once again, Bruce Schneier freaks me out:
The ultrasonic pitches are embedded into TV commercials or are played when a user encounters an ad displayed in a computer browser. While the sound can't be heard by the human ear, nearby tablets and smartphones can detect it. When they do, browser cookies can now pair a single user to multiple devices and keep track of what TV commercials the person sees, how long the person watches the ads, and whether the person acts on the ads by doing a Web search or buying a product.
This reminds me of the concerns about Samsung, LG, and Visio TVs a while back. From an NBC report in 2012:
These Samsung TVs locate and make note of registered viewers via sophisticated face recognition software. This means if you tell the TV whose faces belong to which users in your family, it personalizes the experience to each recognized family member. If you have friends over, it could log these faces as well.
And Consumer Reports had this little gem about Vizio back in 2015:
The new lawsuit alleges that the data Vizio collects and shares on its customers' television viewing habits is insufficiently protected, allowing marketers to identify the customers by name. According to the complaint, this violates the Video Privacy Protection Act, a law dating to the 1980s that restricted video-rental companies from sharing information on what its customers were watching. The law has been applied in a number of cases in the digital era.
I'm sure there's nothing to be concerned about. It's not like an unchecked government with nearly unlimited resources would ever abuse an all-encompasing database of every citizen's private information. This is fine.