If you want to click through to the advertiser's Web site, you can do that, too, although it's not mandatory. The benefits are obvious. Advertisers can create much more interesting ads and gather detailed data on users who choose to interact. The ad directs you to the shoe that suits you best while it logs your responses. No cookies are involved, and the advertiser never gets your name.
All data is collected in the aggregate.
Meanwhile, site developers who set up Enliven can offer a platform for more dynamic advertising. Narrative says that most of the ads are 20K or smaller, so the Java download time isn't an issue.