To add my own take on this, I think the reason that people who consider themselves "immune to advertising" are the most vulnerable is because they suffer from some sort of cognitive bias where they neatly classify things into "ads" and "non-ads" and never think to question if an instance of the latter is actually the former.
They see the "HeadOn, apply directly to the forehead" low-rent ads and glossy big budget car commercials that associate a sports car with sex appeal or freedom or whatever and think "that's stupid, who would ever be so gullible as to fall for that?" while classifying more insidious things like undisclosed paid reviewers or a subtle product placement as non-ads or even more dangerously, as genuinely informative material. They see effective ads as something else entirely and are thus less likely to resist!
Furthermore, people who believe themselves immune to being duped are less likely to admit when they've been duped, because for them to admit they were duped means they must first overcome their ego and admit to themselves they can be duped. For this reason and others, con artists love people who think no con artist could ever trick them.
Another example: somebody who believes themselves immune to advertisement may casually allow themselves to consume an advertisement (for instance, by failing to use an adblocker.) They may later be in the market for a product in some category for which they saw advertisements, look up facts about various competing products, and make their decision in a way they believe to be a rational appraisal of the product facts, missing the very real possibility that were it not for the ads they casually consumed, they wouldn't be in the market for this sort of product in the first place.
Somebody who is aware of their own weaknesses is more likely to exercise caution than somebody who believes themselves invincible.
This is a perfect example of the hysterical, emotional responses I always see around this topic, where people turn off their reading comprehension and critical thinking skills and turn into shitty pattern-matching buzzword machines. Nobody in this thread said anything about immunity; there's no reason to assume that the hypothetical person I'm talking about has lower susceptibility precisely _because_ he's aware of the effects of advertising and takes steps to control their effects on his purchase decisions.
If you've not taken steps to limit your exposure, then you're too naive to honestly claim you have lower susceptibility. Ad avoidance is the most effective method of ad resistance.
They see the "HeadOn, apply directly to the forehead" low-rent ads and glossy big budget car commercials that associate a sports car with sex appeal or freedom or whatever and think "that's stupid, who would ever be so gullible as to fall for that?" while classifying more insidious things like undisclosed paid reviewers or a subtle product placement as non-ads or even more dangerously, as genuinely informative material. They see effective ads as something else entirely and are thus less likely to resist!