But that individual ad impression that someone paid for that I did not click (or blocked) does not know that.
I am not so sure about this part. Google and Facebook have contracts with credit card companies, payment terminals, big chain retail stores, etc. to connect purchases made at retail stores to digital identities of the buyers. Of course, a lot of the details of these contracts are carefully kept private. The physical purchase instead of online purchase is not enough these days to stop the tracking.