Hardly a fair comparison. You will not blow your (and potentially your family's) savings by browsing facebook and seeing being shown ads.
Note - not for or against online casinos, just disagree with your point.
Ads often incite people to buy things. This must work at least some of the time, or ads wouldn't exist. So some people do spend their money on unnecessary junk through browsing facebook.
You argument still holds that advertising still makes you possibily spend more for the exact same thing, but it's hardly comparable to gambling addictive behaviours in my opinion.