How can you actually be sure that advertising doesn't work on you? Of course, you don't see an ad on TV for a new smart fridge and immediately jump out of your sofa, wallet in hand, to go buy it. But the key thing is that _nobody does_. That's not the point. The idea is that six months down the line when your fridge breaks irreparably and you're deciding between different brands, those ads will have an influence, and you won't realise it.
People who think advertising doesn't work on them _are godsends to advertisers_. This article puts it quite well, although I don't agree with its conclusions[0]:
"If you don’t believe advertising works on you, you are going to be more likely to see good advertising as something else entirely and be more receptive to it and thusly more likely to take the action I want you to take."
There was a study a few months ago which found that people who think they are immune to advertising are more susceptible to it than average, but I can't find a link. It was one of the things that changed my opinion on this: I also used to think I was not susceptible to most advertising, but this is a dangerous mentality. You just don't think you're susceptible. I've come around to thinking Bill Hicks was completely right on this [1]
Also with the Metromile point, that's not bad targeting. Ads are often targeted at existing users of the ads product. The point is to keep brand loyalty and limit buyer's remorse.
[0] https://medium.com/@dahanese/advertising-works-don-t-believe... [1] https://www.youtube.com/watch?v=tHEOGrkhDp0