There is no difference between ads and malware - both are code that uses your machine to make it do something undesirable, and often stalk you (modern adtech is often way more powerful than the spyware of the old days) in addition. It is your absolute right to block all malicious code.
Operating systems mostly wisened up to their earlier vulnerabilities and patched most of the avenues malicious code could load itself on your machine. Browsers countered the early abuses of the pop-up window feature by blocking them and nobody complained. Operating systems and browsers should include ad- and spyware-blocking by default just like they block conventional binary viruses.
The only reason the above is no longer possible (despite it being technically - like pop-up window blockers were implemented almost 2 decades ago) is that ad- and spyware-tech has now consumed browsers and operating systems. The business model of IT is no longer to provide valuable functionality to the user in exchange for payment, it's to provide first-party spyware and spam platform, with "functionality" being merely a necessary evil to keep the user coming back (which they'd rather remove if they had another way of convincing you to keep looking at the screen).