Are you suggesting to just block the ads? What I find more annoying is the fact that the data is collected in the first place, as well as the opt-out vs opt-in by default. Your pi-hole won't protect you from that, since the moment you swipe that baby, Visa knows.
I try to opt-out whenever I can but I’m pretty sure there are several other blind-spots I haven’t blocked. Pi-hole does that for both the US and worldwide. I just need to figure out how to proxy my phone web requests home through VPN or WireGuard.