A lot of stuff is loaded from the same host as the content. For example, a DNS blocking solution like NextDNS can't block YouTube ads without breaking the videos (same with ads on Google Search and many other sites). It also can't apply cosmetic filters to block things like cookies popups or hide empty spots where ads are supposed to be displayed.
DNS blocking is better than nothing, but it's very basic when compared to a browser extension like uBlock Origin.
