Stress
Your clients are going to give you a lot of seemingly impossible deadlines and make some very confusing and stressful demands of you ("Make it original…but retro"). And you'll have a lot of often incompetent employees waiting for your direction, so you're generally the one calling the shots on set. But, perspective is key. At least you aren't calling the shots, not taking a gunshot to the chest.
In other words,, a television commercial set isn't as stuffy as an advertising boardroom, but not as PTSD-conducive as a war zone.