In practice ads are delivered by
adware (and bundled with spyware), and are pretty much always a type of trojan (you never receive warning that a site is going to send you ads). Characterizing them as information is also misleading; their entire purpose is to get people to make suboptimal if not poor decisions. They're somewhere between noise and disinformation.
Without the malware part, there would obviously be no objection on the grounds that you're "free-riding" since there would be no measurement. But even simple images or text can be and frequently are a malicious attack on one's mind (e.g. soda/fast food ads, links to fraudsters), so even without a software component, it is good security posture to filter them.
The scripting capabilities of the web are meant for people like [0] to use. Using them for surveillance and propaganda distribution is abuse.
[0] https://ciechanow.ski/