Hi Rob Roy,
Even just using their site means you are agreeing to let them gather and use your personal information. From Stamp World policy page
...This Site is affiliated with Freestar for the purposes of placing advertising on the Site, and Freestar will collect and use certain data for advertising purposes. To learn more about Freestar's data usage, click here: https://freestar.com/privacy-policy/...
RE: 'but I have never given StampWorld my name'.
True. But they are gathering your IP address, your location, your browser, your operating system, the website you were on just before you went to Stamp World, the website to go to after you leave Stamp World, how long you were on the Stamp World site, which pages you viewed, which page you left from, things you clicked on during your visit, the date and time.
You might think, 'but without my name they still don't know who I am so I am safe. Well, only if you have never been to other websites where they do know your name. These data harvesting companies are making billions by harvesting your info from thousands of site we visit and then tying it together in profiles. The better they can tie it all together, the more money they make. They can cross reference your IP address to another site which does have your name in a millisecond.
In my opinion no one should think that they are anonymous on any site. No one should think that they do not already have many, many profiles built for them including those which contain your credit report, you marital status, and all kinds of other personal info.
And no one should think that anyone would invest thousand of man hours and big bucks on publishing a website that is totally 'free' (other than a handful of crazy philatelist who have personal websites). Stamp World is a money making, commercial website; you are the product.
Edit: The OP is showing only US stamps, so Stamp Smarter seemed to me to be a better choice.