Do we know for sure that these ads actually link to/show 3rd party content? Don't get me wrong, I'd find this confusing and annoying but it does look like it's just a link to Microsoft content promoting more of their own products.
I've logged in to MS Teams and instead of the web app, I get a landing screen asking me if I want to install the desktop app. Powershell also contains a URL-shortener link to their documentation.