Ad blocker is a terrible misnomer. Go to ublock's github and read the README. Ublock's primary purpose is to protect your right to privacy. Blocking ads is a consequence.
That given, your question could be reframed as "I don't have spyware and my friends do. Should I tell them how to protect themselves at the risk of being spied on again?" An ethical dilemma where only a coward makes the wrong choice.