Isn't it illegal for these dealerships to advertise vehicles they don't have?

I believe you are wrong. It's called bait and switch. You cannot falsely advertise an item and not have it or have it available to the consumer. Now how often it's enforced our people complain is another thing.

You could never prove illegality. The cars probably sold and they forgot to take the ad down. There is fine print that would make your case impossible to prosecute. If they suggest you look at another car there is nothing illegal about being a salesman.

Once I ordered a Toyota 4x4 and the salesman called me up and told me to come pick up my truck. When I got to the dealer there was no truck and no salesman (he went on vacation). Did I whine and call the law etc, etc? Nope. Walked across the street right in front of the guys boss and bought a Ford. Best move I ever made.