I get a preliminary advert from some stations, and nothing from others I listen to. 

I assume it’s a station’s choice regarding the adverts, and that whatever platform I listen on (Sonos or other) I’ll get adverts from some of them. 

Sonos doesn’t, to my knowledge, insert ads on any ‘streams’ other than those indicated as Sonos Radio, and I’m not even sure about those. TuneIn’s model for revenue to pay for being a conglomeration of all those various radio stations depends on that, for a large part. There are quite a few engineers that work at TuneIn, or were several years ago, when I was in SF, and semi co-located with them (they were just up the street in SOMA, near the ballpark). I had several friends in various positions in that company. 

You can reduce, but not eliminate ads by using TuneIn Premium. This will not eliminate ads inserted by the individual stations or services as part of their programming.

I have seen a few reports here and with a friend’s system where TuneIn was trapped in an endless loop of ads and no content. It was not clear if this is a TuneIn or SONOS issue. I suspect that the ISP’s connection with TuneIn contributes to the issue.

The frequency of ads varies. Some services/stations will insert an ad as the “free” service/station is started, others will insert ads every ‘n’ minutes. I suspect that in some cases ‘n’ decreases over time as an incentive to increase revenue or encourage users to release the ‘free’ service/station. Some services/stations will terminate after a few hours or at certain times of day because they must pay royalties for content and some users will simply use the service/station to entertain pets or play in an empty after hours office -- no human is listening and play to pets and empty offices does not lead to any revenue for advertisers.