So not a single one of these apps (except for the Desktop?) is a part of Windows. Am I understanding you correctly? It's all just added extras (that might come with advertisement)?
Yes - excluding the store and IE - none of these are made directly the Windows team - you have Bing, Windows Essentials and Xbox.
I'd expect any app that is delivered through the store - i.e. any WinRT based application baring the store itself - is not a part of Windows. So yes, everything you see there could conceivably come with adverts. Obviously that's not the case, although as things go anything made by the Bing team is more likely to have them vs. anything from the Windows Live Team (so Weather, Sports, Travel, Maps, Finance vs Photos, Message, People & Mail). And the Xbox Live Music & Video applications come with content adverts anyway.
It wouldn't surprise me if we see OEM's play around with which default Metro apps come preinstall with Windows 8 on their machines, you might see more / less advert inclusive applications by default on machines sold directly to end users. (And gathering how tight OEM's are, that'll probably be a yes to more advert supporting apps on prebuilt machines).