Targeted ads

This is short, but I keep finding stories about companies and their increasing invasions of our privacy in the name of profit. A lot of the stories tend to be about targeted advertising. Why doesn't everyone want targeted advertising? It seems like a win for everyone involved. Advertisers only pay to advertise to people that actually care about their product, the people that show the ads get paid more, and the people that see ads might actually be interested in the products they're seeing for once. Why don't we want that? Instead, we've got advertisers and ISPs spying on us while we complain about our right to privacy and they laugh and ignore us. Why should they have to spy on us? You'd think we'd be volunteering this information, if it means we get ads for stuff we actually vaguely care about.