I suspect some of the advertisers here are doing analytics while others aren't. You can pretty well bet your more polished and aggressively marketed companies are absolutely watching their advertising dollar closely.
To GROSSLY oversimplify the world of analytics, there are basically two things; interest and conversion. Click-thrus are fine, and they have value, they show "interest" has been generated by the particular advertising venue. You can't become known if you don't get your name out there. Also, people that watch this type of traffic know that it can be artificially inflated and that's usually already factored in somewhere. A well intentioned click-a-thon to support your favorite pipe forum isn't really going to do much good. Now, when a click-thru "converts" to a sale, well that's the money shot boys. One conversion is worth many thousands of the "visit and leave" type of click-thru traffic.
If you really want to help Kevin and the site out, hit those links when you are actually ready to buy something. And you ARE going to buy something from these vendors at some point. Very few in this modern age are lucky enough to have even a half decent B&M local to them, a lot of us don't have anything at all. For a lot of us these e-tailers are the only game in town for pipes and our favorite blends.
Again, if you want to support this site then hit the banners and links when you are actually ready to purchase, that will get noticed. I'm not affiliated with any of them but you can bet your Smokingpipes, Lane/STG/Sutliffs, P&C, guys like that are doing their due diligence when it comes to analytics and revenue generating traffic. I've worked at the management level at manufacturers of consumer goods and I know exactly how much attention this sort of stuff gets.