Technical Question Regarding Responsive Themes

Hello. So I am working away on Media queries to have our site load, or not load, certain elements of the page such as sidebars. This is so on a mobile device it is one stream of content, with a little icon to pop out a menu, similar to WPMU when viewed on a mobile, and many other sites.

My question is: What happens to these elements that do not show? Do they still load, and are just hidden? The reason I ask is because the sidebars have advertisements in them, and the lower my CTR is, the lower my ad value is worth. If the sidebars are loading but not displaying because of the media queries, then the advert is still getting an impression but clearly its impossible to get a click, thus I am lowering my CTR massively.

So, are they hidden and still loading, or do they not load at all when a user accesses the site from a mobile site.