It's currently late and I am on my phone, so I can't research this too well, but for example this thread and official Microsoft link discusses th Adrozek malware which injects you with unwanted ads and information directly from your browser.

Sure, it's not a virus in the older sense of the term where someone either burns your drive or takes over your computer and locks you out asking for a ransom, but it's still piloting you unsuspectingly and you don't want it.