Ad pop-under
A pop-under is an advert that opens in a second browser window or tab behind the one you are reading, so you only find it after closing the page. On adult sites it is usually served by an ad network rather than by the platform itself, and it loads a different domain entirely.
Where you see it
It fires on the first click anywhere on a free-to-browse page - a play button, a thumbnail, sometimes empty space - and then waits in the background until the session ends.
Why it matters
Two things follow from that. The window it leaves behind writes a history entry for a domain you never chose, and because it appears to have come from the site you were on, a pop-under is a convenient place to put a fake login or a fake payment step. Close it without clicking inside it, and treat anything it asks you to install as hostile. Blocking these is also why some sites show an ad-blocker message and refuse to load - a trade you can decline by leaving.