This applies to any program which downloads ads from the
network at runtime.  Serious problems with this:

  * We don't know what ads might be displayed and whether we would
    think them inappropriate, offensive, legally risky, or whatever.

  * Downloading ads at runtime is a security risk: it exposes the
    software which has to display them to a very wide array of actors.
    This is a bad idea (and one reason why you should run your web
    browser with a good adblocker).

  * Downloading ads at runtime is a privacy violation, because it
    allows the ad server to see who is using the program.
    (This is the concern mentioned by Simon.)
If ZZZ (hypothetical program/package) also contain video ads, such ads must be downloaded at runtime, which can cost more bandwidth than traditional (image) ads. Although more engaging, it can eat up system resources if too many ads are in the program.

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