Some applications tunnel in their ads over non-ad domains, making them unlockable.
For example IMDb. And proxying over mitmproxy actually breaks the whole app, because they do certificate pinning.
I view this as a sliding scale these days. Nothing is so important that if the ads are a nuisance I won't just stop using it entirely.
I think Space Weather started to do it too. I was fine with small ads ad the bottom but suddenly its two huge (full screen), unskippable ads.
AdGuard's log shows nondescript servers and suddenly a lot of IPv6 connections and then ads :(