They have previously served up game wallpapers with a link to more info about the game, or a link to the Windows Store page for that game.

E.g., googling turns this up: https://www.howtogeek.com/243263/how-to-disable-ads-on-your-...

But as I mentioned in my other comment, for me it's been literally once and I leave 'Windows Spotlight' on, because I like the random city/nature photos it shows.