Speaking as someone who worked in advertising for a looooonnnngggg time, there are three ways that ads seem to work (above a randomised holdout).
1. The ad is something that the person actually wants, and they then convert.
2. The ad is something that the person was about to buy, and they convert.
3. The ad is part of a long running campaign that shifts (some) consumer's behaviour over time (ads for Coke etc fall in this category).
Ads aren't magic, and most people ignore them most of the time. It turns out that enough people don't that they can be profitable sometimes, but mostly that's just targeting people with more money than sense.
This HN notion that ads shape everyone's behaviour (except me, obviously) is so disconnected from my experience that I am sometimes confused by it.