That’s yet another reason to use a DNS as blocker, and not let your browser use DNS over https.
I haven’t done it myself yet, but I figure that sooner or later I’ll need to update my router to block all outbound DNS that doesn’t go through my DNS ad blocker. Some devices try to use their own hardcoded DNS to get around them…
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 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