The problem with advertising is that the take home message is often the opposite of that said out loud.
For example, 'makeup X, because I'm worth it', is code for 'buy our make up as its the only way you will ever approach even half decent looking...and even with it you will never look anything like me'.
'Girls can be engineers too!' is code for 'girls aren't usually engineers, only the odd ones who are a bit like boys are'
'Everyone wants to look their best for the ball' is code for 'start obsessing over appearance now, even though you are only 3/4 yo, and beat the rush!'
ALL advertising is negative on self-esteem (because that is how you sell stuff that people don't actually need....by creating neediness), so unless you think children aren't exposed to advertising, the deficit in their self-esteem is pretty easy to explain.