It's also worth mentioning that "a buyer who just asked a buying question" can be almost entirely met through contextual search (no need to track the user, just the question ala duckduckgo) - and so you can let go of an awful lot of previously held behavioural data (tracking people across multiple sites) - partly for privacy but also I have not seen any evidence it adds (significant) value
This is true. The behavioral data is valuable to the bidding process. If you can provide context that this user previously bought things after clicking through, their demographic with respect to your target market, etc. Can be used by advertisers to change their "bid." (increase it generally) So providing behavioral data improves the CPC which improves advertising margins for the publisher. That is what drives harvesting all of that data.
DDG could increase their ad margins buy supplying identifying data, but perhaps they choose not to with the assumption that higher volumes will result in more gross revenue. I've never seen the books at DDG so I can only speculate.
