The only thing is that Amazon is more diversified than other retailers, in particular, they have AWS, essentially selling the platform that runs their website to third parties. It makes sense for them to offer sell their ad service to third parties too.
B&M is different, Ads are there, but you aren't forced to look at them like Amazon does.
Ignorance is bliss. Unfortunately, even your physical Walmart store is also selling a lot of shelf space to manufacturers/advertisers (similar to how Amazon sell the first slot, or at this point first 'page'), especially those checkout lines (https://www.cbsnews.com/news/how-grocers-wring-extra-cash-ou...). That's why your on-boots retail staff can't change those planograms (which defines how to layout shelf space in a grocery store) willy-nilly, they're designed by the highest bidder. That's why those soda or chips seems placed in too convenient slots that are also 'coincidental' to those currently advertised in other ways, because it's, plain and simply, paid to be there.