Actually, yes, whoever operates the service that generates those banners can, they get it when your browser goes and fetches the image. Not only that, but thanks to the magic of the HTTP "Referer"1 header they get the URL of the forum topic you are reading every time the banner gets requested, which is once for every time it appears on a page.
Every one of us forum members joined (and stayed) knowing that DD can collect this information. This does not mean we are okay with random third parties getting a hold of it, too. Especially since the banner generating services aren't limited to only one forum, and especially especially since data mining is how they earn their money! So, annoying? Try borderline criminal.
Sorry for going on a rant like this, but as a computer scientist specialising on security and a person concerned about privacy it makes me angry seeing people unthinkingly handing out other people's privacy-sensitive information to random strangers in exchange for some minor amusement. How would you like it if your friends told your address, telephone number and hobbies to anyone who offers them candy in exchange?
1 Should be "Referrer", but the standard misspells it.