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LG smart TVs caught logging audio with screen off and snooping on local devices
(www.notebookcheck.net)
This is a most excellent place for technology news and articles.
It also depends on how the ads are built into the service. I used to run PiHole, but now use AdGuardHome (still on r-pi though).
Some phone apps have their ads blocked but not all. If you're using any apps or games that have ad-based rewards or features it will break.
If I may clarify / simplify on the answers: