There have been plans to apply ads by category so that your ads get shown on more relevant sites but its not been rolled out, its there as an option for the future in case it gets implemented.
Will mean more work for the moderators, and people who approve/review ads. And the site will probably need to go thru approval process as well, because how does the system know that if you chose your website theme as Arts, if it really is Arts related or not.
It's an option, with intent, but would require plenty more of Shawn's time/coding and for now he does not deem it a priority.