I don't think that has much value because the ad provider wouldn't know who you are to begin with.
First time you open said website no cookies would exist for the domain.
Then the ad provider wouldn't know who you are.
Ex: Access foo.com and search for shoes, shoe cookies set for foo.com
Then access bar.com which hits foo.com for the ad suggestions
Now foo.com knows you searched for shoes, since the 3rd party cookies are there.
Now if you do it without 3rd party cookies bar.com wouldn't have any access to the cookies which identify you as a shoe buyer, because those are set for foo.com
The max they can do is track you in their website, but that's terrible, they need to know more.
edit: this means the 3rd party server can't know who you are, even if they get your tracking events, they can't know what you did in the other sites.
thats why fingerprinting could fix this, the 3rd party server could find your profile with a good enough fingerprint.