The issue that many of us are worried about is being tracked across the entire internet by a single entity who's site some of us don't even visit (definition of third party there). We don't care if this is done by what you call first party cookies, or what your call third party cookies, or measuring our mouse movements, or finger printing our browser, or just by watching us through our webcams/sending someone to our house to take notes we don't want it period. And we will block whatever means we can that these entities use to track us.