If something is technically possible, one should act as though it is already happening and hope to be wrong rather than refusing to consider the issue until sufficient “proof” is given, by which it will be too late. Doubly so when advertisers are involved, who as a group are economically-incentivized to not care about consent.
This seems paranoid. There are many things which are technically possible, but there is no evidence of some super-advertiser doing. It's not even clear to me that much of the 'fingerprinting' (past basic re-targeting) actually works.
This would be trivial to test and detect. Just like every claim that TVs will connect to open WiFi networks if you don't connect them to a network. Yet after years of these claims and being extremely trivial to test not a single shred of evidence has ever been provided.