In what way? Assuming you've already decided you're okay with rotating wallpapers on your lockscreen downloaded periodically (the only way in which you'll see these "ads"), what is the detrimental effect on your operating system?

We can both agree, I'm sure, that your OS tracking you is a clear problem, and I'm not unable to be convinced on this one here, but I'm going to need to see a line of reasoning on how it harms you.

An ad is inherently antagonistic. It doesn't add to the product I'm using (in this case the operating system); its only function is to try to trick me into buying more things.

Are you suggesting the mere display of a wallpaper from the latest Tomb Raider game is capable of deception? Of "tricking" you into buying it?

Is it going to trick me in particular? Probably not; I'm not likely to buy that type of game anyway.

Would it be using my computer as a marketing tool to promote a product? Yes. A more obvious example might have been if it said something like "Drink Coke".

It's a banner ad, but now bundled automatically into your machine. Even if banner ads didn't track you, I'd still block them. There's a reason marketers pay for them.