Nah, in that situation, you wouldn't be the advertiser, you would be the platform serving ads, like FB or Google. The advertisers merely hand over their ads to get served. Moreover, the tracking algorithm would not see me as a "person", but as a target, My real identity is completely irrelevant to this system.

Wallmart never gets my information. It is not them who decide to show me something. Google/etc does. Wallmart just trusts Google will do what's best for them.