Apparently it's mostly about familiarity. Even if we are annoyed at the time, we will often forget about it completely between then and shopping. By the time we are in the shop, we just have a vague sense of familiarity with the product. We instinctively buy the more familiar, as the "safer" option. It takes conscious effort to overcome this (which most people don't have to spare).

In saturated markets, this leads to a zero sum situation. Every customer you get is stolen from a competitor. Apparently the tobacco companies actually loved the UK ban on tobacco advertising. Their ads were intended to counter the ads of their competitors. None of them were roping in new smokers at a high enough rate to matter. The only ones winning were the ad agencies.