If you pay to run an ad, each view or "impression" is usually only a fraction of a cent. However, every time a person clicks on an ad it costs a whole lot more. There are measures in place to avoid someone paying for a user accidentally clicking an ad. The user really needs to click on a link or two on the landing page for the ad and let the following page load to guarantee it registers as an ad click. The advertising rates reddit can charge are directly related to the conversion rate of ad clicks to the revenue generated by the advertiser. The server that hosted the ad will see both where the user came from and where they go. So if you were to say, go to a direct competitor's website next, it would send a certain message, and if you went to say, google, bing, or amazon, it would send another message about how reddit is not a good demographics choice.
If, let's say, totally hypothetically, a whole bunch of users went to reddit and started clicking on ads, then at least one link on the landing page, then went to another site, then deleted their cookies and site data. What kind of Noise would that generate?