Asymmetric liability/costs
The problem with on-line ads is that they are NOT THE SAME as print advertising. A print ad just adds to the weight of the paper. A billboard just make the place ugly. A TV ad just occupies time.
But online ads are code and can cause me actual monetary loss.
The ad industry is set up to explicitly obscure the source and liability for bad adverts, so there is no incentive for anyone to police bad actors.
I notice Google have no solution for that, as there is money in that murky market.
So, while I would love to enable advertising to sites I visit, to cost is too high.