Similar thing happened with YouTube too. They would always show me the same ad over and over. Even if I skip, I would get that ad multiple times in the same video. It was a political ad and it starts with one guy saying how he can't get treatment because of some medicare changes. I got so annoyed I wanted to punch the guy talking in the ad whenever I hear him.
Regarding YouTube, forgot to mention. I was getting that ad problem with Chromecast. I cast a lot of videos with the YouTube Android app. Whenever I get that ad, I would click on the skip ad button in app (which itself takes 2-3 tries sometimes). Then 2 or 3 minutes later, it would show the same ad. After I moved to my current location, I haven't experienced this behavior yet.
Really it should be the default, and in fact most webpages have no issue respecting those settings, google's recaptcha is about the only thing that actively refuses to cooperate.