They are tracking you even in incognito with a VPN and even across services. People have been using these types of tools for a very long time and porn sites have been tracking people all the while. Basically your devices have enough unique attributes accessible through JavaScript API like make model, screen resolution, bluetooth radio capabilities like ble, connection speed, etc. Basically brute force every data point available in the API and use the results to build a profile to recognize you. Tools like modernizr.com while not exactly intended for this still make it easier.