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I also read about how they can correlate data between users and devices, too; maybe you don't have location on, but your app can correlate accelerometer data from your device with matching data from the same time from another device on the bus that does have location on. Boom, now they know you ride that bus. Or: everyone connecting from a particular IP address visits a particular restaurant's menu site from a QR code. Pretty good chance, then, that that IP address is the restaurant's wifi. Now they can correlate all that data and find out who your friend group is. Even something as simple as knowing that you were near your friends for an extended period of time while they were in an Uber to a venue before a show can help them build a profile about you and your cohort's interests and behaviors.
Yup. I love that I got my math degree, but it does give me an understanding of things like this that are usually miles ahead of my cohorts. It makes my skin crawl to see the kinds of things that these companies harvest. You mention restaurant QR codes. I'm sure not all of them are, but it is so easy to build harvesting APIs into websites that host those menus. I do the Analytics work for my company and the things that even just the basic analytics tag harvests, let alone setting up specialized eventing or more invasive APIs.