I work in an advertising-adjacent industry. My company doesn't collect data ourselves, but we do purchase and use advertising data on behalf of our direct customers.
First off, there's no single "advertising id" in use across the industry. Some companies make up their own, some companies don't have one at all. Several companies just link by your email address.
You may be interested to know that the CPRA legislation in CA from 2023 has made it a legal requirement to allow customers to request that businesses:
a) disclose what data they have about you
b) allow you to delete your data
.. and a few other things.
Technically, this only applies to CA residents, but (dis)proving residency is hard enough that most companies will just accept your request regardless of where you live.
If you poke around, you should be able to find a way to submit CPRA requests to any given advertising company to request to see your data.
This comes with a big caveat though - the Stalker Problem. What if some asshole goes to AdSense and says "My name is totally Jane Doe, what do you know about me? Recent addresses, especially." .. That gets into scary waters quick.
The compromise many places have landed on is to confirm what they know about a person, but not volunteer any extra info. E.g. "I'm Jane Doe - what do you know about me?" -> "We know about Jane Doe." or "We know nothing about Jane Doe." (and if you provide email addresses etc, those may be individually confirmed or denied.)
There's a new framework of intermediaries popping up that will automatically submit your info for deletion across the industry, so if you sign up for one of those you can have your data regularly cleared.