Modern ad-funded software is less a "bicycle for the mind" and more a "hamster wheel for the brain". Of course third party clients would be seen as a threat - they empower the user.
It's a threat because 3rd party clients like this circumvent payment for the service via ads. If you don't like the terms, don't use the service. There are plenty of alternatives.
Because you can use another service where you pay in money instead of attention like Apple products and services. Let’s not pretend like there aren’t many other alternatives
Is it legal to look away from ads or mute the volume? If so, it's just as legal to delegate this work to a machine (or to an assistant you hire), or at least, it should be just as legal, though again, I'm not sure that any law has been broken here. Breach of ToS != breach of law.
Whether to use the service or not is a completely different question, but when it comes to Facebook, the problem is the network effects. Facebook has a monopoly on humanity's social fabric in a lot of locations, and since they don't want to intentionally interoperate and cooperate with third-party clients (so your Apple-branded client won't be able to message someone on Instagram), adversarial interoperability is the only way out.