You're viewing it, quite correctly, as a technical request that's made and some data that's passed back that you can use at your discretion.
They're viewing it as you entering a digital storefront where they need to take every opportunity to convert you into a customer.
In your mind, you're staying right where you are and the data you're getting back is just that: yours. In their mind, you're entering into their space and so they have certain expectations of you and your experience. You telling them what kind of advertising they are allowed to have is, in their minds, tantamount to walking in to one of their stores and telling them to change the displays they have out. Not saying that it justifies any claims about what should be legal, illegal, etc. but it does make sense why each party would have the opinions they do.