This is a phenomenon I've noticed in marketing my law practice, but I think it is true about all online audience generation which is that because of how people behave online, they aren't always aware that they've seen an advertisement, and often don't know "how" they arrived at a particular decision. Here is the example from my law practice:
I use Google Adwords to advertise my law practice. I try to get people to visit my Yelp profile via my website, and also advertise on Yelp. The Yelp advertising is constant, but I turn Google Adwords on and off depending on my availability.
Roughly 100% of the people who call refer to my Yelp profile as the "reason" they called, but if I have Google Adwords on, I receive many, many, more calls during that time period. So I know that having Google Adwords on generates calls, but no one ever says "Oh yeah I saw your ad on Google." They always say, "I saw your profile on Yelp." Which means that people are clicking on an ad, making their way to the Yelp profile via my website, and then they call after looking at the Yelp profile.
The significance of this observation as it relates to music is that it isn't enough to have a cool website as a band, you need to generate Audience. Relying on a label or public relations professionals to generate your Audience is a suckers bet and 99% of the time it will fail. But if you are using the internet to generate your Audience, people will, essentially, not even realize they are seeing advertisements and you bypass the skepticism that accompanies television commercials and print ads.