There's an option to allow "non-intrusive advertising" under filter preferences (exception rules) which was enabled by default — so I disabled it. This of course raises the question as to why such did not appear. (I don't really care why not as long as I don't see it. Just curious.)
Yeah, that's what I remember reading about the option.
I'll guess that you never saw any ads simply because your browsing habits never took you to appropriate websites.