Maybe some do, but there is a distinction between intentionally making people feel bad about themselves, and advertisements that simply holding up some look or personality as attractive/cool. Some people might interpret the latter as an attempt to make people feel bad about themselves, but I respectfully disagree.

When it comes to intentionally making people feel bad about themselves, I don't see much of this, since negative advertising is not very popular. Most advertising I see is motivational/aspirational, i.e. showing people an image that people believe they can attain.