Where did you get this information from that these warning pages were created by advertising companies?
Major browsers that introduced these dire warning pages were all sponsored by advertising companies (Chrome/Firefox/Explorer).
AFAIK, the real reason why these pages show up is because HTTP pages are completely unsecured and extremely vulnerable to even the most basic of attacks like ARP spoofing.
In theory yes. But the chances of your connection to a site like http://www.searchengineshowdown.com being spoofed is next to zero, nor even if it was spoofed there is any transaction on the site that could be potentially dangerous for the user.
In practice though, chances that your visit to any https site today will be used to invade your privacy due to prevelance of ads/tracking is almost 100%.
So which one is more dangerous to the user? At least they are equally dangerous yet they are treated very differently.
I am not talking about connecting to sites to do financial transation (in which case you obviously need https and a warning would be in order).
Most of the web is much more dangerous for the average user today although it is https, and there are no full page dire warnings in these browsers (obviously because they are sponsored by the same companies doing the above mentioned privacy invasion). Introducing FUD becase site is not https is not fairly portraying other dangers user is exposing themselves when they visit a https site today.
What I am advocating for is equal standards and some common sense.