I have noticed that ads play less often on my tcl roku tv then on my roku 3 and roku 1.. But I have never had them not play at all on any of the devices.. I also noticed that when the traffic to one of my channels drops ads play much less often then at peak viewer times..
Not sure what fixed the problem. I sent a note to the ad company and a few days later I checked it again on my TCL and the ads were working. I checked several days in a row on my ROKU device and on the TCL before I finally saw them working. Whatever it was, I'm glad it's fixed because there were no ads whatsoever playing on two of my channels on the TCL but both are working now. A few more pennies... lol Wish I had news from ROKU about ads.