What this misses is the person buying the TV stick doesn't care about the impact on the ad market. The bigger problem is residential proxying, because their IP will end up getting used for something bad.
Probably, but in the worst-case scenario you could unwittingly become an accessory to a felony if the proxy is used to access CSAM. Especially if the proxy ends up caching files.
There have been cases of tor exit node operators being investigated for CSAM. Im not aware of any charges but that's the sort of thing where being in the vicinity of the investigation can be almost as bad.