Is it any more surprising than other forms of marketing, like commercials that force themselves in between you and what you actually want to watch?
After all the delivery is different.
With traditional advertising you're being sold a fantasy. The advertisment is usually produced so you're self-inserting yourself into the production. So when you're seeing the fit and good looking cowboy smoking a Marlboro... You subconsciously think: that's who I wanna be, and consequently may be more likely to buy it.
Influencer marketing is however inherently contextualized to the para social relationship between the viewer and the creator. The people that buy the product do so because "their" creator told them about it.
At least that's been the feeling I've got on every sponsorship pitching to date. It's aimed at people that want to get closer to the Creator. At least in their head.
Or they just have trouble differentiating between the trusted endorsement of a real social relationship and the paid endorsement of a para-social relationship, and that confusion affords the latter an exploitable amount of trust. In their head, they're already "close" to the influencer, not trying to get there, basically.
It probably works even better once you atomize individuals, and inhibit/discourage natural social relationships. Those social instincts needs somewhere to go, and it's best for all of society if that's into the advertiser's trap via an influencer.