Tracking people, in the minds of those doing it, has very little to do with someone’s geographical location or which ISP they’re using (and in the U.S. they know that anyway even if you use a VPN because each wireless provider throws enough fingerprints onto each model of phone to give out that info with minimal permissions).

They’re not tracking you so they can see which path you take to get from your living room to the ice cream shop and back, they’re tracking you so they know what you’re doing online and in whatever rooms you’re in, regardless of where they are.

The microphones listen and record just enough data that they can tell what shows you’re watching, etc, without blowing absolutely all of your bandwidth. https://en.wikipedia.org/wiki/Cross-device_tracking?useskin=vector

Whether you’re on a VPN or using Incognito mode, any site you visit that does any amount of cookie use, visit tracking, session state management, etc, gets data about someone that they can then compare to their existing datasets and then potentially match up with previous data about you.

The absolute proliferation of javascript on the web almost guarantees that every single time you load a webpage, something, somewhere, is loading nigh-invisibly locally on your device that’s feeding one kind of information or another back to a webserver about your current browsing experience on the tab you’re in right that instant. This is in stark contrast to decades ago where server-side code which renders everything on the back end and delivers it as mostly HTML to your browser was the primary way to handle things. (because as indicated by the fact that many pages take a while to load, javascript is limited by the local processing power of YOUR device. Not theirs.)

Try and browse the web with NoScript or something like it loaded and you’ll see what I mean pretty quickly.

VPNs and Incognito mode have their uses, but they are not doing much to stop you from being tracked in the manner that these things are designed to “track” you.