I didn't even know it made it's way to live, I thought once it was abandoned on beta that was the end of it.
Outsider ads can cause a host of issues that Inno cannot control. While you can simply not click the video no one on beta was able to tell if simply loading the game would load the ad and be enough for any spyware or issues to come from it. Inno themselves in ToS shielded themselves from any liability. Most their thought it would be fine if, like it used to be, you would click a link to an outside source and watch the video from there, this way it only loads if you choose it to and this way nothing 'extra' got loaded with the game when you loaded it.
Also ads in a game can bend the will of the developers. Are they doing X for the players and the game or are they doing it to appeal to their advertisers?
Here is the original feedback thread from beta
https://forum.beta.forgeofempires.com/index.php?threads/feedback-new-feature-show-hall.8793/ where you can read some of the concerns raised with this feature.
I believe it's better for the game as a whole that this is not a part of it.