I really don't think these cards come from an advertising piece. There are just too many obscure players in the group and without any identifying any of them, I can't see why they'd be included in advertising.
I own the Barney Pelty, for example. I can believe that Mordecai Brown and Walter Johnson would be featured on a ad piece for this set. But I'm not so sure Barney Pelty would be so known that you'd see this photo and know it was him: