Even if you’re downloading the file directly from the URL found in the RSS feed, that doesn’t mean that ads can’t be dynamically injected into the file. A URL like https://download.my.podcast/episode4.mp3 can still be answered by a script that serves a custom version of the podcast with region specific ads.

I don’t know, Apple releases a “new” version of macOS with big fanfare every year, and I’ve never heard anyone complain about it as if it were a huge breaking change.

Linux supports it, but (some?) motherboards won’t boot without a display connected. I had this issue recently when I converted my old PC to a NAS and I had to buy a dummy plug.