That is a cool plug for them, on a national level. Good eye for you, on spotting that.
It happens alot of times to stations here in the Seattle area, with Microsoft in our deck of the woods, and with them now getting into the media business. Often times, when you see Microsoft promoting, say, Windows Media Center, whenever they display it's program guide in a screenshot or video, you'll see the guide for Comcast here in Seattle, which shows our local TV stations. With the Zune, you can download content from some radio stations into the unit, including KEXP. Funny thing is that KEXP probably had no idea that their station would be displayed on the Zune's commercial. So it was probably a free plug for them, courtesy of Microsoft's ad executives up here, who might happened to be advid KEXP listeners.