More or less everybody thinks the way that you do here. Nobody thinks ads work on them, yet companies spend trillions of dollars advertising. One side is right, one side is wrong. Advertising is a particularly insidious industry.

Also, I think a lot of people don't really understand how advertising works. For instance one of the most famous, and effective, ads was Apple's 1984 ad. [1] The goal of advertising isn't necessarily to make you impulsively go click 'buy now', but rather to subconsciously instill certain motivations, drives, and associations within you. That's a 60 second add, ran at Superbowl pricing levels (to say nothing of the rest of cast being directed by Ridley Scott and more), where only about 3 seconds of it has anything directly to do with what's being sold.

[1] - https://www.youtube.com/watch?v=VtvjbmoDx-I