I believe you're teaching your children to be children instead of teaching them to be people. You're creating an advertisement free bubble for them to live in - once they're living on their own, they'll lack experience dealing with exposure to advertisement.
You see benefit in the teaching opportunities in the times your kids are exposed. I'd argue you would have more teaching opportunities if they were exposed more often. The sooner they see it's a part of every day life, the sooner they'll be equipped to handle it on their own.
That said, maybe this is hypocritical. I stop my daughter from doing things I know will harm her (using knives, seeing scary things), maybe I'm just not being cautious enough about what I shield her from.