Or they could stop drinking coke? But I guess that is too much to ask.
You can't buy a car or any smartphones you've ever heard of, you won't find an ISP that doesn't advertise online, and good luck finding a decent job without supporting ad-tech.
Stores still fund the advertising industry but to nowhere near the extent that name brand goods do.
A big chain like kroger, for example, is spending around 10 to 100M. Coke is spending around $5B.
Avoiding national branded products goes a long way in avoiding contributing to the problem.
Things don't need to be all or nothing.
If the goal is to decrease money going into advertisement budgets, then the best thing you can do is buy store brand when possible. Even if both products are ultimately made from Nestle corp, the cheaper store brand will send less money into Nestle's pockets which means less money for advertising.
That's what I mean by "avoiding nationally branded products". A package of "signature frozen peas" will taste just as good as the "birds eye green peas" without sending money to a major company (Looks like all the major companies have spun off their frozen food departments, but at one time this was a Nestle brand. I spent too much time looking into major frozen food brands :D).
The advertisement budgets for the grocers are simply a lot smaller than that of the national brands across the board. It also doesn't seem (to me at least) to have been really spent on invasive advertisements.