There's a line where what you call "people's issues with financial self-control" becomes a societal/systemic problem. Alcohol and gambling are the classic examples where extra taxation and regulation like age restrictions come into play. Where is that line for general advertising? I don't know. But it's out there.

P.S. Speaking of videogames, I'm of the opinion that many mobile "gatcha" games should be regulated like gambling products. Hoping legislation catches up in this regard.

Ads are manipulative. You do not choose ads but they are in your face. And since recently are completely violating our privacy.

Alcohol is rightfully regulated. Video games in their modern pay to win kind should be too.