Probably because it's a much bigger issue on mobile websites where your ability to click precisely on the 'x' is much lower than when your input device is a mouse or trackpad.
And when the loading speed is slow, which makes the layout move, so your attempt to click the [X] accidentally clicks the advert instead, generating income for the site.
(why are you being downvoted? No idea, you make a reasonable, articulate statement, with a credible explanation. Sometimes it just happens on HN. I like to assume people are accidentally clicking the [▼] character by mistake).
Edit: I am new to HN, why this was downvoted?