You are making a lot of assumptions about how Amazon implemented ads. I would be VERY surprised if they kept the screen on after locking just to display an ad, especially when battery life is such an important metric for tablets.
Also, many other comments (and people I know) have indicated that the ad experience on the Kindle is "nice" because the ads are usually actually coupons. If the ads on the Fire turned out to be Amazon Deals, that could be a handy feature.