Yes, but they'd likely get a good deal and there are plenty of ways to minimize the usage. Obviously, compression, but they could download the ad to the TV and then the DTV signal could just trigger which ad to play. The weirdest part is that it would involve the TV mfr doing all this instead of an ad company. But it's doable for sure and if they are set to make enough money from selling the ads, I have no doubt they would do it.
All Tesla's have a cell connection built in. That's how they push out software updates and do whatever data collection they do along with allowing people to turn the car on from their phone and see its location. Probably not a lot of data use per car outside of the software updates, but still. It's a lot of individual devices that Tesla has to pay for a cell connection. IoT.
Edit - Sorry, let me clarify for Tesla. The built in package allows connectivity over Wi-Fi only. But you can upgrade to a "Premium" service for $10 a month that enables the cell connection. So it's there and connected anyway and probably being used for some Tesla shit and you pay extra to be able to use it for internet connection.