Actually, I'm hoping this will be the future - ads hosted by the server instead of fetched by the client. Then when an ad service hosts malicious code it'll infect the server instead my my goddamned machine.
What with foreign tracking cookies and ads and whatnot, the ability to refer to content on another domain within a website seems to be a user-hostile feature in the end, as much as allows for creative infrastructure models for providers.
[1] http://www.paulgraham.com/submarine.html