why does my phone auto download stickers and ads from app games....super annoying!

I will play a game on my phone and it will make me watch an ad, the phone will then save a .jpeg or a video of the ad. Then on bitmoji or messenger it will save all the stickers and bits to my phone's SD. When I go to dump my phones media they will then save to my desktop etc. . ..HELP me I am so OVER this!!!

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