These forms of software are invasions of your privacy; often, they invade your personal information. Porn sites in particular use adware. Do you want your computer processor and your bandwidth used to benefit a third party somewhere online? This is what adware and spyware do.
Also, on public computers, you probably will not know if spyware is installed. In the case of one hacker who used keyloggers, he gathered login information for hundreds of private accounts and even opened bank accounts with others' information over more than a year before he was stopped. Be aware of it to spare yourself from risk of account or identity theft.