How is this a downside to using an ad-blocker? I think it's quite the opposite. An ad-blocker would prevent most of this external JS from being loaded.
I've so successfully created a personal technology environment that hides ads, that I have no situational awareness about what these companies are up to.
If someone out there is selling my healthcare data and running ads around it directed towards just me, I'd never know, but I'd want to.
I'm not sure what you mean. You're right that the two are usually intimately linked. What I've found by blocking tracking is that as a result of this intertwining, blocking tracking usually also blocks the advertising engaging in the spying.
I don't use an adblocker. I block tracking. It's pretty nearly as effective as an adblocker, so that seems practical to me.
"block tracking, not ads" - given the strong links between tracking and ads, saying which one you intend to block is nothing more than wordplay. Practically speaking if you block tracking you likely also block more ads than you don't, whether that is your intent or not.
A key concern I have (though it doesn't stop me blocking ads) is that I won't know if a site is normally full of the worst sort of ads (malware install attempts, auto-playing video & audio, tracking up the wazoo & back, ...) and I could send a link to people who are going to be affected because they are not protected by similar blocking.
So not a downside directly, but a risk of lacking awareness.