genuine concern of those who are legitimately trying to market their businesses online
No-follow tag on the link. Ask for it by name. Easy-peasy. In discussions with their sales people tell them you want a no-follow on the link. It's easy to accomodate. If something can negatively affect you then it makes sense to take steps to avoid it. Not a big deal.
Will they get hit if these advertorials, press releases etc.
Advertorials and press releases are different. A press release is published by an organization that made an independent editorial decision to publish it. There is no problem with a press release. An advertorial is the product of an agreement between two parties, with money or other consideration exchanged. The two should not be lumped together because they are very different situations.