Indirectly, because ad networks are one of the most powerful malware distribution vectors. (Instead of hacking a website and putting your malware there, you can

Indirectly, because ad networks are one of the most powerful malware distribution vectors. (Instead of hacking a website and putting your malware there, you can hack an ad network and put your malware on thousands of websites. Also, I'd expect most ad networks to have only very small budgets for infosec, or none at all.)