The AB team are simply complying with the new legislation that's coming into effect. See here:
https://www.theanswerbank.co.uk/AB-Editors-Blog/Question1607762.html
Whenever you log into this site, AB places a small chunk of data onto your computer (called a 'cookie') that shouts out "This is gordiescotland1 posting" to the server at their end of things.
So, as you navigate between pages, you're always recognised and any post you submit will have your username attached to it. (If there wasn't a cookie on your computer, you'd have to log in every time you submitted a post. i.e. if you wanted to post a thread like this one, and then post ten answers on it, you'd need to log in 11 times in total. Having the cookie on your computer just makes things a lot easier).
The foregoing applies to the most basic type of cookie but, like the vast majority of commercial websites, AB also uses 'tracking cookies'. They're created by AB's system looking at what you're posting about and linked, through advertising services used by lots of different companies, to the cookies that other websites place on your computer.
So, for example, if you post about camping tents here on AB you're likely to find that you're seeing adverts for camping equipment, not only here on AB but on other advertising-funded websites as well.
Similarly, if you search on Amazon for scented candles, you'll probably see ads for similar items here on AB. (Other AB members, viewing the same pages as you, won't see those ads. Instead they'll see ads related to their own web history, which will be delivered based upon the cookies on their computers).