So it's possible that by using a VPN, you're seeing ads recommended for other people using the same VPN?
For example, the wiki.debian.org blocks users of (at least) privateinternetaccess VPN. (You get a 403 forbidden. This doesn't happen when I use my personal VPN routed out through a VPS provider, only through PIA.)
I have encountered this with various other sites as well, both outright blocks and degraded experience.
Frustrating. Although I don't really trust VPN providers, I trust my ISP even less, and a VPN helps me get by some of their more heavy handed shaping.