"When you're not paying for a product, then you're the product"
That should explain Tumblr and free Discord. You should expect them to gather all data possible about everything you do, their apps to gather all information from your device that you might let them, then sell it to "the big data mining sites" that everyone else is also selling to.
"Enshittification allows double-dipping"
That should explain paid Discord. Even when you're paying for the service, they can make even more by also selling any data they can gather about you.
As for cookies, they aren't required to track you, or to create a shadow profile:
https://amiunique.org/fingerprint
As far as I can tell, there is no meaningful difference between the surveillance levels and data sales of Meta, Google, Discord, Tumblr, ex-Twitter, or Reddit.