I’ve never seen that and I do it regularly, but I do know that if you cast to a device (like a Smart TV) with its own YouTube app it uses the recieving device app; it would make sense to get an ad if that app is not logged in to an account with Premium.
I don't know if that is what happens (and in my experience it does not - the receiving app takes its authentication from the source-of-cast).
Regardless, if it ever comes to that, we should ask for more as customers. It doesn't and shouldn't make sense if a paid / pro user had to watch an ad before casting (a fully supported functionality) to a new / unknown device. Corporations are fully allowed and equipped to make money, but the benefit of doubt in unexpected / grey situations should largely be with the user. The alternative allows any entrenched party to arm-twist users for even more money, and while market forces cause an eventual course correction, the interstitial generation has to suffer along the way.
It's a known bug that Google seems unwilling to address. This happens on a months old Chromecast v3 by Google. Unfortunately they disabled the (standalone) login feature on the Chromecast so you cannot prevent this by logging in.
Ads show on the next video when autoplay is on. Unless you play from a playlist. All in all quite annoying.