At first glance, it was kind of funny, I have to admit.
But it's more than that. I wouldn't say it's the fault of the kids' game site, because I remember how tough it was to block these ads in the past. The particular site the ad links to uses a hundred of different domains that forward to their main site, so every time I blocked a domain, the ad appeared under a different one...
The responsibility to block these ads, to make sure a site can't use multiple domains to avoid blocking, and to make sure ads like these never appear in anything but adult sites, belongs to Google. These are Adsense ads, and unless Google wants all parents to start using ad blocking extensions/add-ons, they need to step up.