How so? You mean by having the server send the user's info to the ad provider? That doesn't seem to be a common setup, because of the advantages of cookies for tracking users across sites. Maybe I'm missing something though.

When it is done server side, any tracking cookie work has to be done ahead of time. So you have a single trip from the browser to get the ad, and maybe a second trip to confirm it was successfully shown. That's it.

Ah, but that won't work for the requests to third-party services that are for the purpose of telling those services "the user identified by the cookie in this request just visited this site" rather than actually showing ads, will it?

Absolutely it will (if that's what they want it to do). As I said, you've already done the cookie join, so you know what the magic userid is that the third party has in their system for that user.