Well... that's kind of my point... forced registration. Something I don't have to do with a Retail Copy. As for expecting "anonymity"... I expect the exact same treatment as if I bought the game from a store. I buy the product, and leave me alone. At most, the only thing a store can do is track what you bought with the same CC.
They do give you that treatment though. The Steam hardware survey is optional and they never disclose your personal statistics in any identifiable way with regards to software. I can't recall if Steam Community stuff is opt-in or out but it can be disabled if you don't want your friends to know what games you're buying or etc. Everything you're asking for is there already. Registration is forced because otherwise you would have no method of making a purchase, the entire client is built around a model of user/game tree. On a technical and business level, this is required for them to exist. I'm failing to see the problem here, what exactly is your complaint that Steam is doing? You seem to be more complaining about something intangible that you imagine the industry at large is doing, not Steam specifically.
Again, I don't wish to participate in targeted advertising. I am THAT adverse to advertising. If I want something I research it. I don't need everything under the sun trying to get me to buy something. I shouldn't have to be worried about being spammed (one way or another) when I go to purchase something.
I don't love advertising either but where is Steam doing targeted advertising? Please be specific and point out where and when this is occurring. Running generic banners for game publishers on a gaming service on their store page isn't exactly evil incarnate.