IMO, it's the different kind of "Sections" the give for each season starting form the Advanced Generations. Like for Pokemon Advanced, it still followed the Johto Journey's, Johto League Champions and Pokemon Master Quest Seasons where the "Who's That Pokemon" activity was given everytime before an advertisement.
Then, when it came to the next season, the ever famous Pokemon Advanced Challenge, The "Guessing Game" as you said, was given as the activity. So, here we can see a change from the First ever Pokemon Episode to Pokemon Advanced, there was no change to the "Activity" before Advertisements.
After Pokemon Advanced Challenge was Pokemon Advanced Battle, which is the period where you found out the "Guessing Games" were removed. I guess Nintendo didn't have anymore ideas to fill the few seconds before and after an advertisement during the episodes for every season.
Either way, I don't see any use for the Activities between the shows as it just lengthens up the show a bit. Correct me if I'm wrong, but I think the longer the show is shown, the more money that is needed to be paid to Kids WB or Cartoon Network, or any other Programs that will feature Pokemon for that reason.
~ ArmaldoEX