DNS blocking is about the only way to block ads & tracking on things like streaming devices. You can’t install Firefox or uBlock on an Apple TV for example. You can block ads on many of the apps on the Apple TV as well as all the telemetry they try to collect with a well configured pi-hole and selected DNS blocklists.

A multi-layered approach is the best approach. My pi-hole blocks advertising domains, malware domains, etc. That helps tremendously with all the “smart” devices that include DVRs, streaming devices, etc. where you can’t install something like ublock. I also make sure something like ublock is installed wherever possible.

Because then it can bypass your ad-blocking DNS

DNS over HTTPS was a great idea for privacy if left in your hands, but immediately ran into the reality of intrusive advertising

Because dns ad blocking is typically done with something like dnsmasq which doesn't support DNS over HTTPS, though it's easy enough to setup a resolver/forwarder that does