First off, ads are not related to the site you are visiting so it will show any type of ads in every website.

Terry had already mentioned they are:

working really hard to block all inappropriate ads and provide you with reporting and ad customization tool.

Until the tool gets released, this will continue to happen so the best bet is to use an adblocker.

While online gambling is not an ad that you would want on a network like SE, it's not considered as inappropriate like this NSFW ad.

I would still consider to remove online gambling ads as they're only targeted on 18+ and every user can see that ad. You don't need to be registered to have ads so the "Our network accept users as young as 13 years old" is applicable only for registrations, not for viewing the content.

An ideal situation would be to suspend the ad service SE is using and only release when the tool is done but SE can't lose money that way.