The issue is precisely that "did the click lead to a purchase" is not a good target. That's a target for the advertiser, and is adversarial for the user. "Did the click find the best deal for the user (considering the tradeoffs they care about)" is a good target for the user. The winner in an auction in a competitive market is pretty much guaranteed to be the worst match under that ranking.
This is obvious when looking at something extremely competitive like securities. Having your broker set you up with the counterparty that bid the most to be put in front of you is obviously not going to get you the best trade. Responding to ads for financial instruments is how you get scammed (e.g. shitcoins and pump-and-dumps).
You can't optimize for knowing better than the buyer themselves. If they bought, you have to assume they found the best deal for them considering all the tradeoffs they care about. And that if a business is willing to pay more for that click than another, it's more likely to lead to a sale and therefore was the best deal, not the worst.
Sure, there are many situations where users make mistakes and do some bad deal. But there always will be, that's not a solvable problem. Is it not the nirvana fallacy to describe the potential for suboptimal outcomes as an issue? Search engines and AI are great tools to help users avoid exactly that outcome.