Yeah, I do this too. I don't know why or how, but on a subconscious level, my brain registers online ads as something bad / malicious, and so anything I see through an ad is automatically labelled as bad.

I even freak out if I accidentally click on an ad on mobile because I feel as if I have downloaded a piece of malware.

I don't know where this comes from...possibly due to having been there back when many ads really were malware? I am not sure.