No, when you artificially click on a link, the original website pays the hosting website a bit and Google a bit.
So now when you run this program, the two entities you're most against (Google for not having safe-ads) and the content website (for not working for free) are actually getting payed!
But but but! The entity that had created / placed the ad loses money! That's good, because it raises the costs for them, incentivizing rethinking of the marketing strategy. It also, over time, makes the hosting website get less money, as the quality of clicks is worse.