To be fair, the music app isn't the operating system, just something that comes with it. You are not forced to use it - and you didn't pay for it so it being ad supported is practically normal.
Did you pay for Windows 10?
Did you pay for Windows 10?
It was just one distribution of many (Ubuntu), just one version of it in fact (Unity Ubuntu, Xubuntu or Kubuntu or whatever is Gnome Ubuntu called didn't include it) and it was not only possible (unlike in Windows 8 and 10) but also rather easy to remove.
The music app comes with the O/S, and is the default registered music player, for all intents are purposes, it's part of the O/S, and it's ability to inject ads into the start screen (as well as the Games widget, and Store widget doing the same thing) are just more of that.