Periodically, the ads show up even for logged in subscribers. It's a bug that was acknowledged some time ago and, to the best of my knowledge, is being worked on. It was stated, as well, that WC is not purposefully serving ads to subscribers.
As far as the automatic downloads, it was also pointed out some time ago that WC uses some type of ad service that rotates various ads from a continually changing queue. It sounds like the ad service WC uses has, once again, let someone a bit shady in the pool.
I say once again, because something similar to this happened a while back and it was corrected by contacting the ad server and alerting them to the problem. I believe it was KarmaGirl that took care of it before, if memory serves.