I feel like some people misunderstand what a 'targeted ad' is.
Sometimes it's only targeted by things they have guessed about you, like your age or sex. As an example, if you visit a gaming site or download a pirated film, the advertisers might guess that you are a 16-21 year old male, so they will show you ads for porn, fake webcam/dating sites and so on.
If you have very strong privacy settings on your browser, they're even more likely to make a mistake, as they have very little information about you to go on.
They can also collect demographic info from your social media accounts. So say the OP's 17 year old son had recently used Gmail or Facebook - even if they signed out afterwards - the advertisers might think a 17 year old male was still on the computer.
Advertisers can collect much more specific and advanced data about you than this, such as your search terms, but many don't yet.
Site owners have the ability to block adult ads but some are not categorised correctly and slip through the net.