A guest text chat has to remember this browser, including the welcome tokens and the open conversation. That memory is what lets you refresh without starting over. It is part of running the chat, not an ad profile.
Claiming an account links that guest session to the new profile so the chat and the balance can move.
Analytics
Analytics does not run until you choose Allow analytics. Decline keeps it off. The choice is stored in this browser.
Affiliate links can remember a visit with a cookie for the number of days set in admin, so a later token purchase can be credited to that partner. That cookie is about the referral, not about advertising around the web.