Here's a good question...
If one's Internet activity is not illegal or subversive, why worry about it not being hidden?
And which activity is not recorded somewhere? Run Wireshark on your PC or look at the logs of any server.
Websites never needed cookies to track activity. In fact the cookie is only good for storing preferences. But the server can monitor and record absolutely everything by identifying your session. Cookies are only for small-fry... web designers without access to server resources.