there's a new ad format which doesn't show the URL, Your competitor might be advertising on your site and you wouldn't even know
Yes, why exactly is it that the URL doesn't always appear in leaderboards? I've noticed it lots of times, but never thought about why.
leave the mouse cursor over the ad. the window status will show something like "Go to www.domain.com"
You would need to have a pretty big and profitable site to be worrying about this type of stuff. If you don't, then it seems a bit like putting the cart before the horse.
Their code doesn't allow that. If for example background and text is set to black, the text color will be changed to grey. I found this out by accident once.