Your privacy concerns are indeed important. But I think it's worth looking at this from a practical point of view: say there are a thousand people viewing that ad at any given time. What organization has the resources to devote to listening to and watching a thousand audio/video streams coming from random websurfers? And if they had those resources, why would they want to? What useful information would they get? Most of what they would see would be random people staring intently at the screen, with an occasional laugh or curse or mutter.

If you could target a specific person with a specific ad, then I can imagine (if the technology weren't designed to prevent it) that you could spy on that person with some mechanism vaguely along these lines. But if you put something up on the web, chances are very good that there would be too many people viewing at any given time to track.

So regardless of whether it's possible to spy on someone this way, it's just not very efficient; that alone would prevent most hypothetical black-hat organizations from using it as a spying technique.

On another note, there's some interesting fiction about people discovering that their radio or their TV is capable of secretly broadcasting as well as receiving; I think it's a common fear that any device capable of letting you observe other people has the potential to be turned on you. And not entirely ungrounded; I think I've read that it's fairly easy to turn a telephone into an always-on bug, given physical access to the telephone. Interesting sociologically, if nothing else.