That's because when the vaccines were first rolled out they had not received formal FDA approval, but have instead been administered pursuant to an "emergency use authorization." That's why you don't actually see Pfizer or Moderna or J&J themselves advertising their vaccines. Ironically enough, they're not allowed to do so as a matter of law.
People who believe that the vaccines are safe and effective are taking on faith that their government is not lying to them. To each their own, but my default position is that the government is always lying to me.
They may not be allowed to advertise their experimental potions but they do sponsor just about every news show out there.