I also worked in Ad Tech - outside of a major tech area, it was the biggest, fastest growing tech employer around.
The pay was only average for the area, but the company clearly had money and was experiencing rapid growth which is always exciting.
As you mention, massive data sets, tens of billions of HTTP requests per day, etc, are simply not challenges you get outside of FAANG, so there was a lot of interesting work.
The really shady stuff only came to light once you'd worked there a while, and realised the entire industry is basically built on fraud and money laundering with almost nobody incentivised to stop it.