Either I'm really good at tuning out the ads or you're just really bad at it. While my preferred gaming platform is PC, I still use my PS3 and 360 and don't feel they're overburdened with ads any more than Steam or the likes. If anything it seems worse on PC.
Steam's ads only appear when you visit the Store page or exit a game for the first time after starting Steam. The exit game ads can be disabled in Steam's settings. Incidentally, these ads are limited to new games, recently updated games, and sale items.
PS3's ads are little scrolling text messages in the upper-right corner of the system's main menu.Incidentally, these ads are limited to new games, recently updated games, sale items, and PSPlus price reductions.
The Xbox 360's ads are a set of 6 or so ads taking up 3/4 of the screen area after you turn the system on. And this is the same for every single tab in the UI with the exception of the Bing search tab. Incidentally, these ads are for new games, new DLC, Xbox Live Gold, and the other 3 are for whomever is paying Microsoft the most money today.
So yeah, the 360 has a lot more advertising on it and irritating advertising at that.