It depends on the game. I've been working on Circles with Grandma and that's about half a Megabyte.
If you drop IE 6-9 support (which you should) and use the Advanced Export, there are significant file savings. Additionally, images can be compressed for huge savings...
Circles with Grandma was designed to be lightweight. A lot of the graphical elements are just HTML elements. If it's a graphic, it's SVG. If it's animation, it's done in Hype – no movies or animated GIFs (SOFT G Sound... like JIF... http://www.olsenhome.com/gif/)
SVG works well because it scales. It's like the days of Flash, which supported vector artwork, and lots of Flash games can be under 2mb.
Also, if it's a video game, bitmap artwork is possible. Just create it like pixel artwork, then scale it with "pixelated" artwork... https://developer.mozilla.org/en-US/docs/Web/CSS/image-rendering ...so the artwork looks like a video game and not a blurry mess.
I'm not entirely sure of the requirements for ad networks, but Hype Pro does have an "Inline" export option...