Here is a nice summary from https://www.reddit.com/r/firefox/comments/o28yi4/comment/h26mguk/?context=3 :

Privacy Badger is also redundant. It’s useless at best and can do a disservice:

Its local learning is disabled by default. Since they turned off the heuristic, PB just blocks third-party cookies from the yellowlist. Keeping a separate extension to block cookies from ≈800 domains makes no sense when you have uBlock Origin with tens of thousands of domains in filter lists. It’s detectable, that is, it adds extra info to your fingerprint. Even despite the disabled local learning, some of its methods of work are still detectable (function code: API tampering detected). And if you enable local learning, PB can become even more detectable.

Also it sends Global Privacy Control and Do Not Track headers (which even one of its creators called “a failed experiment”) by default, which is useless and only gives an extra bits for fingerprinting.

Basically how privacy badger works is noticeable, but you can turn on local learning to get bespoke ad blocking at the cost of your device being much more easily identifiable. Maybe half-n-half and have privacy badger off on private browsing so you can shop in that mode without Amazon knowing your life’s history as easily