> Yeah, it's like—a cheap streaming stick AND it poisons the advertising well?

Keep in mind that it's your IP and identity associated with those clicks and anything else criminals decide to do with your IP address. That means you're identity is being linked to things you may or not want to be known as being interested/involved in. The ads your TV stick clicks on can cause data brokers to include your name in lists of people who are heavily into drugs, have mental disorders, belong to certain religions or political parties, etc. All of that can come back to haunt you later.

Depending on what other activity your connection is used for as a proxy it can also get you in trouble with the police or with your ISP.