They don't advertise in the UK because they did try at one point long ago but it simply didn't cause enough response in the UK. It is an awesome game but it just doesn't seem to have picked up in the UK. 
Something else to consider is where and when would an advertisement fit in? Do you have an television shows or an networks where people who play this kind of game hang out? That don't have multi-million dollar advertising slots?
The reality is televised marketing only really works well for games that are going to be big to begin with. Things like Left For Dead, Call of Duty, Halo, or Unreal Tournament. Games that have publishers with deep pockets and millions of dollars to spend.
City of Heroes, as cruel as it might sound, isn't ever going to challenge World of Warcraft for subscribers. It's never going to be vague enough. It's never going to be cliched enough. It's never going to be dumb enough. It's never going to be safe enough. One of the reasons the Halo series sells so well is that it's a safe option game. If you have an Xbox console and a Halo game, nobody in your IT department at work is going to mock you. Nobody in the secretarial pool is going to mock you. Nobody in the management pool... well, some will, but for the most part, upper management won't think your some kind of loner nerd.
Television Advertising works for World of Wacraft because the game largely has left behind everything that made it a gamers game, everything that made it special. WoW caters to MMO players that don't care about their characters, don't care about the game, don't care about anything, but just want to say to that guy who fixes the printers, "Why Yes, do play a role-playing game, please fix my printer this week."
Point of fact, for what CoH IS, and what it's going to continue to be, Television Advertisements are extremely unlikely to draw any significant player traffic.
Why oh why isnt CoX advertised on tv? Lets face it - WoW gets advertised and seems to be doing well (although I have never indulged in that sort of nonsense). Used to play Final Fantasy 11 online and that had the same problem - no advertising and has virtually died a death now. Such a shame as that was an awesome game, probably as good as CoX but not better
NCSoft has got to start supporting their fanbase - Defiant was almost dead the other night - everyone prob watching X-Factor or eating curries or some drivel.. Union wasnt much better even with about twice (as usual) the number of people online. I really really don't want to see this game die as it has (and has been) a part of me for well over a year now.
I know advertising costs money and I would rather increase my monthly payments (well by a bit anyway) to help pay for ad costs.
If the CoH movie does happen, I am pretty sure this might iron out a few probs in that score, but thats years away - something needs to be done now - I don;t know what the score is on the USA front with CoH but I bet it isnt as bad as it is in the UK. Can't be too much to ask to get a team now and then NC?