1) Impressions do work, that's what my example was about. 2) Ads are the trade for free access to content. If the ads paid for the road you're driving on, then yes you'd be "stealing" access to the road by ignoring the ads.
The businesses aren't harassing you, they're just spending on ads and those ads show up on publishers who have opted to use the advertising model instead of subscriptions/paid access. There are lots of issues with paid access like not enough demand, price sensitivity, hard to gain new traffic/shares, etc. Advertising is just more reliable and easier to implement and allows for quicker growth.
If sites are using subscriptions and still show you ads (and you're actually logged in as a paying member) then they're trying to extract more money or the price is not covering all of their costs or something in between. That's an issue with the publisher, not the ad companies.
Everything is zero-sum when measured to GDP because there's only 100% of the GDP to go around. GDP is a VERY big number and it's growing, and thus the absolute dollar amount of advertising is also growing and outpacing supply of inventory. That being said, advertising won't become a larger part of GDP because there are only so many buyers that also have to grow as businesses first to increase their total budgets. It makes sense that it tracks in line with the economy and it's not really feasible to make big changes because businesses are not going to stop spending on something like manufacturing their product to instead divert it to advertising.