Good lord, please, no. Desktop adware should remain a bad dream from the 90s and early 2000s. It ruined software like Opera, and was often bundled with spyware.
I'm glad advertisers mostly embraced the web, where I can run their code relatively sandboxed and easily block it. A desktop app has much less restrictions over the resources it can access, so allowing software that actively wants to track and manipulate you to run in that environment doesn't seem like a good idea. The fact it was acceptable in the 90s with the complete lack of security of the popular OSs of the era is a bit nutty, and while modern OSs are much more secure, I still wouldn't run anything ad supported. F/LOSS or paid apps only for everything under my control. Subscriptions are tolerable in some cases.
Wait, I hate ads as much as the next person, but how did they ruin Opera? Opera was originally trialware-only, then for several years replaced the trial with an ad-supported version (with the full version still available for purchase), and then became entirely freeware.
This was also done in other software like Go!Zilla and it made the UI unusable IMO. It was a very disruptive and obnoxious way to monetize a project. Not sure if they improved this later before the move to freeware, since soon after I switched to Phoenix/Firebird and never looked back.
Is it a matter of differences in cultures, that people don't seem to mind ads as much online, or perhaps there'd be backlash from OS app distribution channels, were devs to attempt to monetize software in the Windows Store for example (I don't really use UWP apps so no idea), or perhaps it's something else entirely...
That said, I feel like the option not even being there is limiting in of itself. Suppose I'm a developer who wants to create software that's free to download and use, but ad supported. Now I cannot possibly do that. As for those who would prefer no ads, there would always be the possibility of a paid version with no ads, the possibility of altering the hosts file to block ads, or possibly downloading the source code of the app, removing the ad integration code and compiling the app themselves.
Though there are also interesting technical aspects as well, such as us not being able to sandbox most native apps (short of AppImage and Flatpak as well as Snaps, but even then there are other challenges), which may contribute to spyware in desktop apps. Plus I bet there's a large difference between showing an ad in an app and being able to mess around with the OS default browser settings and so on...
My guess is because the desktop model doesn't assume live internet access. My understanding of ad networks is that they involve a live bidding process against interested parties at the moment you load the page. This allows integration of live geo data, what you just searched, what you just looked at previously, etc. And you don't need to reconcile what was served if an app goes offline then rejoins for charging the advertising account.
This i do not understand - mobile and web content has easily been monetized for a long time now, why would desktop software be any different?
For example, i use software called RaiDrive for mapping network drives on Windows (https://www.raidrive.com/). In their free version, they show ads on the main app window after you open it.
Why isn't this the norm on desktop - ad supported but free software? Why aren't there ad networks for desktop apps like there are for mobile apps and web content?