Basically, If you're using a program to download subs, that advert can be in there as your VIP membership isn't associated with the said program.
Manually downloading the subs from the website shouldn't imprint any advertisement in the file, unless it was already in there and uploaded by someone like that.
VIP membership normally blocks all advertisements on the website, ie, webpages.
Check out the following topic for an answer: viewtopic.php?f=1&t=17459#p45409
And your understanding of things maybe came from this post: viewtopic.php?f=1&t=17459#p45428
Maybe have a word with oss for more clarification into VIP member "AD free."
Even if that system was fully implemented, it would only work from the new .com site, not from the .org site.
Hope that helps.