3) Wait for my browser to finish requesting that data from the server
4) Close the tab without ever looking at it.
Is that unethical? Is it unethical for me to decide I don't want to read a webpage after requesting it? Should the "open in new tab" feature always force a tab switch against my wishes, so ensure I'm not ripping off some website by requesting their data but not looking at their ads?
No, because you didn't enjoy the content either. Having the ads forced into your view is the cost of enjoying the content. So this is not a good analogy.
"Enjoy" is an interesting word to use there. That makes it akin to tipping, where if I read an article from the NY Times but don't think it was any good I don't have to see their ads.
I haven't seen anyone else make that argument, but I do enable ads on certain sites that I like so it's probably not wrong for a certain class of people.