I was talking about advertisers running code in your browser. I think you have to opt-in to participate in one of the studies, so that's not happening without your consent.
It looks like Firefox auto-installs the studies though if you've enabled the feature. But it only activates the individual extensions for the studies once you've opted in to participate.
The extensions themselves need to be approved by a bunch of people at mozilla (at least for the normal studies). So I guess nothing bad can happen until you click "participate" or whatever they call it.
Still, I would also consider the notification itself to be an ad. This was obviously a bad idea and I don't want anyone to think I'm defending it. I guess they've chosen to abuse their shield studies for this because it's the only way for them to send notifications to the browser, but that's no excuse. I have the studies disabled anyway but now I'm not even going to consider ever turning them on.
