Followed this thread for a few days since I had the same spam pop up.
Small update at least on my end: It doesn't show each time now, only saw it 2 times in the past 2 days. However, it still won't show sender, block options, reply/forward and so on; doing any of the (what I assume is automatically generated) suggested way of dealing with it is just impossible. Sending info to MS about it is equally impossible for someone with no IT background (I assume maybe some data can be found by digging very deep in codes and background stuff, but what do I know).
Even with the "ad" not being there on every single login, I think this is a serious breach of protection. Maybe the sender (or sending program) ran into issues sending it and the way to go beyond the spam/block functions is still available for more malicious practices. This is just waiting to be a major issue when not addressed. The alternative is that this was in fact a new kind of advertisement that was being tested and it went horribly wrong somewhere, but I wouldn't bet on it.