You need up-front capital investment to make the show. Therein lies the trick. Sponsors generally pay to have the advertising alongside a program. They don't usually pay up-front so you can make it.
They do when it comes to daytime broadcast television. Virtually every program aired during the daytime, be it a talk show, a game show, or a soap opera, declares at some point: "The following companies or individuals have provided production assistance (and/or prizes), in exchange for the following promotional consideration" which is followed by a flurry of very short bundled ads. In other words, these folks collectively paid most or all of a show's production costs up front, with the understanding that they'd all get these brief bundled advertisements in return. Ads that are actually a part of the show, and will air every time this episode airs, independent of what the network or local broadcaster would normally charge for the equivalent commercial time.