Because the ad blockers can’t tell what’s an ad and what’s not.
On most websites, the ads come from a separate ad-network. So when you load the-news.com, it’ll have a little widget owned by ad-network.com which will load an ad. Your adblocker sees the page attempt to load something from ad-network.com and blocks it.
But if the ad and the content come from the same source (included in the same video stream, for example), the adblocker can’t tell what’s an ad and what’s content.