To add my own take on this, I think the reason that people who consider themselves "immune to advertising" are the most vulnerable is because they suffer from some sort of cognitive bias where they neatly classify things into "ads" and "non-ads" and never think to question if an instance of the latter is actually the former.

They see the "HeadOn, apply directly to the forehead" low-rent ads and glossy big budget car commercials that associate a sports car with sex appeal or freedom or whatever and think "that's stupid, who would ever be so gullible as to fall for that?" while classifying more insidious things like undisclosed paid reviewers or a subtle product placement as non-ads or even more dangerously, as genuinely informative material. They see effective ads as something else entirely and are thus less likely to resist!