Section 11 of the DPA might help
Under section 11 of the DPA, if you ask a UK data controller to stop targeting you with adverts they would also need to remove their own advertising banners that appear in a logged-in website. I went to great lengths to clarify this with the ICO some years ago but it never found its way into their direct marketing guidance.
Direct marketing is marketing by any means and would include even generic banners appearing in a logged in page. This is because the data controller will know at all times who is logged into the account pages. I keep meaning to raise this issue with the ICO again but to be honest, they're so crap I can't be bothered