Because I hate seeing ads anywhere and I don't care about what's happening in GTA online at all.
If you're like me, this guide is for you.

The GTA Online ads on loading screens are online-based meaning that they load as you appear online in RGSC while loading the game. You can notice it by the fact that for the first 10-15 secs you see a basic loading screen and then it switches to an ad-cursed one. Knowing that, we can force our game to run in offline mode which will eventually remove the ads.

1. Right click on the game in library.
2. Click "Properties".
3. Click "Set launch options...".
4. Paste the following: -scOfflineOnly
5. Click "Ok".
6. Play the game.

Your RGSC accomplishments will work fine.
RGSC save cloud sync won't.
GTA Online won't launch (obvious).

Very rarely your game won't launch saying "you couldn't connect to online servers blah blah" with only prompt to retry connection which makes you unable to play in offline mode.
What you should do is remove the launch option we set, run the game for once and set it back.
It happened to me only once and I genuinely don't know why it did. But in case it happens to you, you're prepared.