Why do ads play audio when I have all audio silenced?

i like to listen to my audible books and play candy crush. I have all audio settings silenced or muted. But when I have my AirPods in and am listening to my book and playing and an ad comes up, it stops my book and plays the ad audio, even though my settings are all muted. Why? Can I stop this? Are there settings I am not seeing? Please help!