That’s not the only way ads are shown to you, though. For example, some youtube content creators like Internet Comment Etiquette will include ads from their major sponsors as part of the video itself. When that happens, you trust the security and privacy of the website enough to serve you content during the non-advertising parts of it, so what changes now that the content is an ad?
As a thought experiment, imagine if you were able to ascertain with 100% accuracy that an ad was not a security or privacy violation. Would you whitelist that ad server? For example, if viewing ads on your PC had as little potential for harm as viewing ads in the newspaper did, would you still block them?
Then for you, it’s not just about security and privacy, I guess