They collect more and more data on what you look at, what you upvote and what you interact with. That data makes you more valuable for targeted advertising. So instead of hammering thousands of page-views worth of ads at the whole site, they can target ads at the people most likely to click on the link.
So, for example, people in the twoxchomosone subreddit will be assumed female and shown ads related to women. If that same user then goes to a makeup sub, they get cosmetics ads. If that person then hangs out in the overwatch sub and starts to interact, then they know that this person is also a gamer and can be shown computer parts. Go into a 'local' sub and now a local business can say "Show my ad to women who are in my city and play games" and pay a bit more for the ads that are shown. If that same user goes to a sub that focuses on food, then they will get restaurants or maybe amazon ads for cookware. the more data they have on this user, the more detailed the ad buy can be and the more reddit can charge for the targeted exposure.
This move also works toward a more complete audience capture. Keep your audience on your site as much as possible. If they are going to Imgur to post pictures to link to reddit, that time on Imgur is not spent looking at ads and interacting with reddit's ad network.
The ads might be the same based on the link in the threads, but with more information on the user base, the better they get at targeting.