Banners/Ads - you can disable them with a simple click
Layout - that is correct, you do not have full control, but you can configure few things (we are working on "Custom menus"
Translation - there was option to do your Russian translation (we do not speak 100 languages to do it ourself). This option is not disabled as we are working on new way how translations are handled.
Yes, all links point to our server, so your server doe snot have to handle all that traffic, plus that is the whole purpose of chat hosting service.