Blame is counterproductive. The world simply is the way it is, but it is helpful to have a realistic picture of why, and then you can make local modifications that might at least make your own life a bit nicer.
In advertising's case, it's such a huge industry because it works. It moves the needle on purchasers' decisions. You can make it work a little less well on yourself with a few mental habits: never buy on impulse, don't save your credit cards, put time and distance between yourself and the purchase decision, have a rigorous self-directed research process before you open your wallet, learn to skip or tune out ads, go for paid media instead of ad-supported media, etc. And you can make it work for you by taking the other side of trade and getting paid when other people click on ads. But there are 8B+ humans who you don't control, and they will do what they want to do.