I don't think that it's Yahoo-exclusive by any means; even in online-advertising trade rags you see a lot of complaining about the shadiness of the various marketplaces and middlemen who sell ad placement on web properties too small or numerous to be interacted with personally; and an only modestly smaller volume of complaints about even some of the big, relatively respectable, players.
In fairness to the ad flacks(you won't hear me say that one often); they are facing a task that is about as difficult as some combination of anti-spam and antivirus; but with the added complication that they get paid per 'message' received, so there isn't even a good alignment of incentives, as there is with anti-spam. The malicious ad users will try anything to sneak their ads into the system; and probably to avoid paying for them to be run, if they can help it; the middlemen have an incentive to serve ads to bots and then charge for those 'impressions'; and testing an ad for malice, especially if it employs zero days or cleverly pulls in external payload, is basically the same impossible problem that AV is.
I can't say that I'm too sorry for them; just because I loath the advertising industry so much; but I cannot fairly accuse them of failing at an easy problem(because it isn't an easy problem); merely state that they have failed so profoundly that my concern for my own security now outweighs any 'is it ethical or not' questions so heavily as to make them irrelevant. At least on TV and in print media, ads are safe, if annoying; but on the web they are among the most dangerous vectors anyone who isn't either a porn/warez enthusiast or important enough for targeted attacks is exposed to.
Heck, in my capacity as 'IT' at work, I would turn down a user who wanted to see the ads, simply because the risk is too hgih.