One of the standard seemingly-counterintuitive examples of uses of advertising is car ads. Very few people see TV ads for a Mercedes and walk into a dealership and buy one. So why does Mercedes-Benz run TV ads? The standard explanation is, MB's ads are for the end of the month, when you see (1) your car payment and (2) Toyota's ads claiming a car payment 1/3 what you're paying.
So the ads are intended to help you avoid post-purchase guilt. Hence their emotional appeal: you're a certain kind of person etc. That keeps you buying MBs on a scale of decades, rather than jump ship to a lower prestige, lower cost brand.
The larger point is there are many reasons to run ads, not just to attract leads.