Or why doesn't one of the marketed brands stop the advertising? If it doesn't affect sales, it's a useless expense, and any profit maximizing entity would cut it.
To me, the obvious answer is that advertising does work. Without it people don't by your product that much, and you get replaced on the store shelves by brands that produce sales.
Also note that the store brands are being advertised when the store markets itself. They're not unadvertised.
Facebook also spread mostly through word of mouth and only started doing ads when its public image deteriorated.
(Side-note: I'm in Germany, so this is about German ad campaigns. Also I have had adblockers for a long time, so when I say "they run ads", I mostly mean TV, print and billboards.)