"What ads can you envisage that might be prompted by this page that would have you saying "I must buy that"?"
For this particular page, right here on el Reg? It's the place where grumpy, cynical old gits like me come to bemoan the fall of intelligent life, so probably not very much. Maybe "I hate Microsoft" t-shirts? I'm not a natural ad clicker, and I suspect most of the others here aren't either. Is that because we just don't, or because the ads don't promote anything that interests us?
Other people do, though, in sufficient numbers that advertisers find it profitable to run ads on Google, Facebook etc. And the more relevant the ads, the higher the click through rate, and, presumably, subsequent conversions, though I accept that one doesn't necessarily lead to the other. If the AI looks at every page you see, it's going to build up a pretty good idea of what interests you - all local, of course, so no privacy concerns. With that information, it might well be able to cook up an ad that links the current page with something else it knows about you, making it potentially click-worthy.
Such a setup has other advantages for Microsoft, too - they wouldn't have to give the website a cut, and it might be pretty hard to block the ads, though since it's strictly opt-in I guess that's less important.
Given enough users, I could see this working for Microsoft, as long as they don't shoot themselves in the foot. The trouble is getting enough users. Edge just isn't popular enough, though I imagine Google are scrambling to make something similar for chrome.
But what if the ads AI were part of Windows, and could be accessed by third party software? THAT would get a lot of eyeballs on ads, if Microsoft paid a cut to the developer. Microsoft might be on to something with that!