Yes, its a bad thing to use it. Websites cost money to maintain, especially the more "free" a website is. Alot of free websites use ads in order to generate revenue (granted some of them only generate revenue for the site when you click on them). Alot of Webcomic artists, for example, use ads and really dislike when people post their comics elsewhere because site visits and ads are how they make their money. They don't mind you linking to the comic's webpage, just not grab an image and put it somewhere else.
If they're like the Aflac ad above the page I'm typing on, its not a problem. But the ones with the videos that cause your page to be taken over if you come within an inch of the ad, and the close button is the size of a grain of sand, then its annoying and a problem. I don't use Adblocker, even though sometimes its annoying not to. Support your webpages people, some people's rent/food may depend on it.