This is to an extent why facebook can make the ads harder to block, they control the ad infrastructure (or at least some of it) as well as the app infrastructure.

For many sites that is not the case, running adtech infrastructure is not even close to their primary business and taking the task on individually isn't worth the admin cost. Companies wanting to advertise don't just come along and say “my product is aligned with your content, could I pay for one of your advert slots?” because they don't want to just target the people who are actively looking at relevant content. They want to follow people who look at relevant content around like little stalkers, so the adverts can be put in front of you even when you've moved on to looking at less relevant content - and that requires tracking between sites which a smaller individual site can not do on its own or have the clout to negotiate a good exchange with other sites with.