Go to an article that contains a download link, say to the Microsoft store. Or a post that contains one. When you click it, the URL shifts so that in order for the link to work, it must go through an ad (a disingenuous, terrible way to generate less than a cent of income) ... if you have a HOSTS file installed designed to keep ads out, it stops anything linked to an ad site from loading. Hence, when I click a link anywhere on this site that goes to anywhere outside of this site, it has to go thru an ad, which I do not allow, which means I cannot see it.
I started using a hosts file because I am sick of (and have been for years) of stupid, intrusive Flash ads that take up bandwidth, screenspace and time to sell you the newest Chevy Suburban Commando truck aircraft carrier or whatever. If ads were less obtrusive, I wouldn't care. And btw, the reason I started using Bing years ago instead of Google was no ads. To this day, I still don't go near Google and their data mining crap.