I worked in ad-tech for years, ultimately the convincing data is that people actually do click on ads. They do buy the products, and they do this more often than they would have had we not shown the ads at all (for some market segments).

I've often wondered if there is a population of users who simply hate ads to the extent that any impression will be net negative value to the advertiser, and what mechanisms could be used to stop showing them ads. There used to be services which let you purchase all of your own ads, but I think people want something more transparent which outright removes them from the services they use.