Messenger is free!
Uhhhh, but not for us. We have engineers to feed and energy-efficient light bulbs to buy. For us, providing the best, most feature-rich (and fun!) place to IM costs money. We want to keep offering Yahoo! Messenger for free, and we also want to invest in even more and better features in the future. So we decided to show an ad.
Working with Messenger users, we got feedback that the most unobtrusive place to put an ad is at the bottom of the window. So that's where we put it.