That's correct, even if you have the ClassiPress settings configured to moderate listings before they are published, paid ads will still publish as soon as the transaction has gone through. The reasoning behind this is that spammers aren't likely to pay for a spam post so if someone has legitimately paid for an ad it should be posted once the funds have left their account, whereas free ads can continue to be held as pending until reviewed. It essentially means less manual work for the site admin.
Changing the way this functions would definitely require customization of the default theme on your part. AppThemes doesn't offer customization services, however we do have a
certified partners page where you can find developers for hire. If you make contact directly with an outline of your requirements, they can provide a quote for this. Thanks.