Lots of paperbacks have ads in the last few pages (other books by the same publisher, order forms, sample chapters for the next book in the series, what have you). The difference is that these ads are after the main portion of the text, not marbled into the text itself.

Anyway, reading a book requires a completely different mindset from reading a magazine/ watching TV/ browsing the web. So I guess that's why ads "work" in one medium and not the other.