A common trick is that the first click on the X will go to the ad, but if you return and click the X again it will close, gaslighting you into thinking you just misclicked the first time.

Another trick that I’ve noticed on the Reddit app is that the tappable area is much larger for ads than normal posts. If you tap even near the ad it will visit the ad

Also making the hit area smaller than the close graphic itself is a popular one.