There is an ethical advertising system that works well: opt-in catalogues. I love Costco’s monthly ads, IKEA’s catalogue, Amazon’s holiday shopping catalogue, etc. When I need something, I can browse and create a shopping list.
My problem with ads is that it tries to get me to buy stuff when I’m doing something where I don’t want to buy stuff, like watching TV, browsing the Internet, or playing a game.
A game engine isn’t the right place for ads. Leave that to storefronts and other areas where I’m already looking to spend money.