I agree with you. Unfortunately, that's just the way PPC advertising tends to work. I remember searching "Linux" a few years ago on Google and seeing a Microsoft ad at the top of the page. It's called bidding on your competitors' keywords.
Anyway, DDG has no desire for you to put up with ads you don't want to see. They are so user-focused that they have actually written their own sponsored Adblock filter to stop their own ads - an attitude which I think is pretty cool.
If you want to support DDG, you can always buy T-shirts, stickers, spread the word etc.