Adding a cellular radio and antenna will add a lot of cost to the BOM, and even worse, having to pay a cellular provider for service will add even more cost. Since most people happily connect their TV to their WiFi anyway, this would only catch the rare people who don't or refuse, and those people are unlikely to respond well to ads anyway, so I don't see mfgrs paying all this money just to annoy the small subset of users who hate ads this much.