It'd be like going to a comedy show and telling the comedian off for making jokes at the audience. If it's expected and part of the 'show' or experience, it's what he does for a living, enjoys doing and to be told not to do it - well it'd be considered wrong.
I'd hope you wouldn't tell the waitress not to ask about your day (she's being friendly as part of her job) and ... yeah hopefully you get the idea, and my comparisons certainly aren't perfect, but the point remains - when someone is adding something of their own to the experience to distinguish themselves from the competition, that's what you're paying for.
You could try saying no. But it could be taken rudely, it could also be misinterpreted and cause confusion. Or you could get your kids (if they're old enough) to buy the ice-cream and see if they enjoy the 'game' he plays, and that way, you won't have to deal with it :)