In addition to the reasons given by the other answers:
Storytelling happens in arcs. You have the overwhelming arc of the whole story, below that you have smaller arcs for books/episodes, then chapters/acts, then scenes.
Ad breaks are also called act breaks. They (ideally) align with the acts in a story. That wasn’t by design, but it turned out that aligning acts and ads works surprisingly well. If you put in more ad breaks than acts, the ads feel too interruptive and artificially short acts don’t help.
On the other hand, you can’t make acts too long, or your storytelling suffers. Some series have moved to a non-advertising channel/medium during their runs. Their writers naively thought they could now leave out those ad breaks and had to learn the hard way that they still needed act breaks. (If I remember correctly, there’s something about this in the Stargate SG1 DVD commentaries?)
It’s the same with written text. Just because some sites put ads between paragraphs we don’t ignore the return key when writing elsewhere. 😉
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