The behavior you describe isn't actually done by DL (short of paying for advertising). It's done by any number of advertising companies. It's common practice in the internet age.

Here's how it works. You visit site A. Site A really pulls data from many different sites (unless you're smart enough to disable third party JS). One of these sites (Site Z) creates/uses a UUID (Unique User ID) for you and/or your browser. Now when you visit site B/C/D, etc. they also connect to Site Z and it'll now load ads for Site A and all the other sites you've visited.

I work in marketing. We have a three person team that works on this kind of stuff. It's actually incredible how much info advertisers can collect from people who are indiscriminate with their privacy and internet habits. You can tell how long people on average view a page or email, the age/sex of visitors, location, basically anything based on their browsing history.

This is why I'm a huge proponent of NoScript for FF. Then you can control what third party JS is allowed to execute. I rarely see ads anywhere and they definitely aren't targeted, because they likely never even know I visited their site because they're using third party sites like Google Analytics to track users.