Which apparently is fine by his sponsors because apparently they convert incredibly well (it might also have to do with Andrew Themeles, producer and comic as well allegedly is very particular about who they are willing to be sponsored by since neither of them are hurting for the money).
But I agree, ads that are just naturally read and we get back to the show is preferred. The minute someone tries to get 'disruptive' with ads in podcasts I fear the whole house will come crashing down.
One podcast I listen to does the ad at the very end. It should take a couple a minutes, but tends to turn into another 30 minutes of interesting content.
I do feel like we are still in the golden age of podcasting, and something is going to come along and ruin it.