It seems that the new feature "Trivial answer converted to comment" interferes with the community ads. Any ad post which by design only contains a hyperlinked image is converted to a comment.
This happened on TeX.SX (Community Promotion Ads - 1H 2011) to one user and also to me as 35k user and moderator.
A solution to this bug should be to disable this feature on questions tagged with community-ads.