So, this pains me to say, because I used to make a living off ad page views.
But this particular rabbit hole of research I'm diving down shouts one thing to me louder than anything: use an adblocker (and of course pay to sub to sites you like).
Change my mind.

There are some ad networks that are, honest to god, NOT CHECKING CONTENT AT ALL. The result is malvertising, fake alerts, tech support scams and PUA distribution at will.

The big ad networks try to protect against malvertising, and generally do an ok job. But with all of the affiliate systems and small networks that seem to be set up to exclusively hit people with fraudulent and malicious ads out there, it's impossible to block everything.

Also: mobile browsers are horrible at blocking fraudulent / malicious content. They may not have to worry about "malware", but there's plenty of other fraud that can be launched against a mobile browser user.