These aren't as much direct ads as they are product placement. The examples they showed were like having a Starbucks on the corner in your fictional environment. That would look so awesome in, say, World of Warcraft.
Ironically, in the baseball game I used to work on we wanted to include ads and weren't allowed to. The fans of sports videogames want the most accurate realism they can get, and we wanted to put the real billboards that are at the back of each stadium in our models. But we weren't allowed to, because those companies might not want their product associated with a videogame, and we couldn't contact each and every one of them. So we had to make spoof ads that just looked as much like them as possible.