Even getting entirely away from the argument that ad networks can host malicious code, it's quite simple. I send a burst of information to a server. The server sends a burst of information back. I then decode the information to reveal a set of instructions.

Demanding that I execute all these instructions without exception is like a subscription service sending me a newsletter in the mail and demanding that if I pick it up, I've somehow agreed to read the whole thing, beginning to end, out loud. Absurdity.