If you watch the video on the small screen from within GH you dont need to watch the adverts. To see them on a bigger screen you have to click through to the original site that hosts them. That site is free, so to make a profit it needs the money from adverts. If the movie played first, then the ad, nobody would watch the ad.
If you open another instance of GH in a new browser tab, you can look at something else more interesting while you're waiting.