The ads constantly rotate, so perhaps older ones didn't try to use that feature, but since we don't write the ads, we can't change how they work.
Considering how cross-site scripting could be a very serious security threat to your users I wonder why you can't look in to it further? I am getting the warning in both IE8 and IE9 so it isn't just due to an "old" browser.
From Wikipedia (SD is the "vulnerable" site):
Cross-site scripting (XSS) is a type of computer security vulnerability typically found in Web applications. Due to breaches of browser security, XSS enables attackers to inject client-side script into Web pages viewed by other users. A cross-site scripting vulnerability may be used by attackers to bypass access controls such as the same origin policy. Cross-site scripting carried out on websites accounted for roughly 84% of all security vulnerabilities documented by Symantec as of 2007. Their effect may range from a petty nuisance to a significant security risk, depending on the sensitivity of the data handled by the vulnerable site and the nature of any security mitigation implemented by the site's owner.
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