Most websites run on advertisement income. And websites have the ability to create connections to your own computer from other Internet nodes through links, clickable images and push notifications that serve up ads or other content.
Be wary of which sites you allow to send push notifications to your computer because these can also be used by nefarious entities to deliver fraudulent notifications. Fake notifications can serve up scareware that prompts you to install software to correct a "security risk" or click links to malicious websites that then deliver dangerous payloads to your computer.
Here is an example of an Adweek request, prompting to allow or block notifications: