> Or for stealing from large supermarkets?

This isn’t the right analogy. It’s more like someone opens up a shop where you can walk to the counter and ask for some food, and they stick a sample of some product in the bag when they give you the food. It’s not immoral to throw away the sample if you don’t want it, just like it’s not immoral to not play back the ad you get served along side a video you request if you don’t want to watch it.