If I decide that I want to purchase a new jacket, for example because I'm traveling to a much colder climate, I want to be able to seek out (ideally unbiased) information about jackets and make my own decision.
Some of that might be in the form of advertising, but I will have made the decision to seek it out, rather than my plane ticket purchase being mined and then targeted with a clothing company ad.
I consider it to be equivalent to someone unexpectedly spooning food into my mouth, then arguing "Well, you have to eat anyway, why are you complaining?" It violates my sense of agency.
Perhaps I have a higher desire for agency than most?