Obviously I wouldn't know if you bought dildos from a vendor who sells a variety of goods. That goes well beyond payment.

But if I wanted to know if you bought something from a store that specializes in didoes, I would go ahead and buy some dildos myself from several of these stores, and then look for linkages. But I wouldn't personally need to do this myself, because it is easy for people (and more importantly, because they will likely do it at scale, businesses) to create these sorts of databases on the Internet.

The Internet advertising industry is built around creating databases that track people and share information between millions of web sites. This was not really by design, it is just that the web was also not explicitly designed to protect privacy, and clever people figured out how to track and link. A decade later and we have an whole industry doing it, with almost everyone tracked and identified.

I really doubt we want that kind of tracking and information sharing extended to payment, at least I don't. I prefer my payments remain at least as private as they were before Bitcoin, not less.