Just about everyone thinks this. But you're wrong. It's pretty much impossible not to be affected by advertising. Sure, you don't click on the links, but the product placement and brand awareness is not something that you can turn off!
You're not just selling your own transaction history, though--you are selling the other half of it as well.
If I'm a private business or individual, I would prefer my customers not broadcast their affiliation--because some third-party source of data could be used to drive solicitation, or target advertising, or just in general be a nuisance.
Remember, when you give up transaction history, you aren't just ratting on yourself--you're ratting on whomever you've done business with.
I would sell all my transaction history for $5/month. Why should I care if their ads are getting better when I never pay attention to ads?