What is the purpose of advertising? To sell your product. With that in mind, what would the goal of Ferrari or Lamborghini be to advertising on TV?
Ferrari are already currently producing the most cars they can, and every one of those cars they make is sold. With demand already exceeding supply, having TV commercials to increase demand would just be spending extra money.
Lamborghini, in most years, could increase some production... at least assuming they could allocate the needed shared parts from VW/Audi. But it would be very close, and in general their situation in sales volume is very close to Ferrari: They are able to sell everything they make.
And, as most earlier answers have hinted at, the next part about advertising is being able to reach your key demographic. The profile of the average TV viewer is well removed from the profile of the average Ferrari or Lamborghini customer. Both companies do some advertising, but it is mainly media buys (and mostly print) that reach those customer segments (and still a fairly small amount based on the fact that in most cases, they are already sold out of anything they might be advertising).