How does sameSite protect the user from information leakage?

Question

Information Security

It is said that the attribute sameSiteprotects the user from information leakage (for example, collecting statistics, personalizing ads).

But I don't quite understand. For example:

1. The user visits a site without sameSite protection.
   
2. The site loads, including the banner ad placed here. When this banner is loaded, an HTTP request is made to the server of the "advertising" site.
   

It is hardly possible to steal someone else's cookies when collecting statistics. What I mean is that any cookie has its own attributes domainand pathwhich clearly indicate where exactly the cookie will be sent. It turns out that during this HTTP request, only the cookies of the advertising site itself can be uploaded to the advertiser's site, if, of course, they are on the user's device.

The question arises: what is the point of collecting information about your site on another site? This site can also safely collect statistics about itself and from itself.