I rather think it's because a lot of people don't really know how. Like a lot of others, I don't mind advertisin in principle; indeed, I think they have utility and sometimes click on them because I'm actually interested in what's being sold.
...BUT not the ones that float in when I've already started reading the page, or that take over my screen when I unwittingly roll over them with the mouse (and obscure their close button), or that feature hot pink silhouettes of people dancing in a .gif loop to sell me car insurance, or use what's apparently some guy's mugshot to tell me about some shady mortgage refinance scheme.
For every informative, polite, and compelling advertisement that represents a meaningful commercial communication, there are about 99 that are equivalent to being shouted at via megaphone.
My approach is from the other angle: I run an Adblocker but set it to permissive. That way if I find a really annoying site I can tap the right button and ads are blocked.
Not visiting the site anymore doesn't send the message either. Why would they assume it was obnoxious ads, rather than decreased interest in their content, competition, etc? The only way they'll know is to actually tell them.
BS. Most people don't install ad blockers because they don't want them. Not everyone is a new age hippy anti consumerism activist.
If an advert annoys you, don't visit that website again. Vote with your feet. That's being honest.
I not lazy, and I won't be installing adblock. I don't think doing so is good for the web.