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I am not sure how/where this would be best handled, but it seems like something users of AddToAny should know about.
AddToAny serves cookies for media6degrees, which is some sort of ad tracking network. There's a potential privacy issue here, plus a performance hit.
Apparently this behavior can be disabled by adding a couple of lines to the "Additional Options".
Maybe at minimum this should be documented. Possibly it would be good if the Drupal module had a single-button option to do this. Perhaps it should be done by default!