1. If I search for diapers, and get ads for diapers, the usual pattern is to show the ads above the real search results, which tricks people into buying more expensive and/or lower quality products (after all, why else would the company need to pay to show up at the top of the search results?).
2. If I search for diapers on one site and get shown ads on a different site, then it follows that companies are trading information about me behind my back, which is not okay from a privacy perspective.