I'm not sure that is mostly the ad's fault. Hitting a target on a touchscreen is hard to do. This seems like it's the phone's fault first to me.
(If you're using a mouse, forget what I said. But I haven't run into an ad where the close button didn't close it... if you were able to click the close button.)
On iOS I have seen ads with very small close buttons, so clearly intended to cause people to miss-click. Buttons should be 44x44 pixels, itβs recommended in the human interface guidelines [0].
(If you're using a mouse, forget what I said. But I haven't run into an ad where the close button didn't close it... if you were able to click the close button.)