You bought the laptop/PC/television. You request for data from a remote host.

The remote host serves you the content. The remote host is also entitled to serve you ads, since they own their end of the communication.

You view the content. You are also entitled to not view the ad, since you own the device at which you're viewing their content.

Because for some of us it is distracting, they are loud and obnoxious. Also, the obvious one - limited time to watch TV.