What concerns me is losing the cookies that stay dormant in the browser for n-number of days and credit sales after a customer leaves the site, closes the browser, then comes back later on (like hony points out -- things like cookies get flushed.) A lot of users will no doubt use these new "privacy" features for adult sites specifically because of their bad reputation for malware and other garbage (stuff the typical GG&J member avoids subjecting their traffic to anyway.) But as Jay pointed out, some URLs keep affiliate ID's intact while others don't.
I always just assumed if you sent Joe Sixpack to Holyshitfuckingtitties.com, then Joe Sixpack closes his browser to run an errand, comes back, and types in
www.Holyshitfuckingtitties.com in the address bar, the old cookie with affiliate info gets reactivated (unless it expired already.) That was always my assumption, anyway.