Where that fails though is exceptions. Do you want to block ads, but follow that one link you're really interested in? Sorry, it redirects via a doubleclick site and you can't allow just that one entry. You also need to leave your browser environment to find and unblock it.
You can't, for example, block all Twitter/Youtube requests on third-party pages, but allow them on first-party pages. Firefox containers help a little bit with this, but only for cookies/session data -- not for blocking scripts outright.
That irritated me once or twice at first, after setting PiHole to implement DNS based ad blocking at the network level.
It hasn't bothered me long term though. If that happens and I care enough about what made me follow the link then a quick search has always brought up another route to that content or equivalent content.
Often I don't care even that much in which case I click the back button or close the tab and get on with something else. In fact this "problem" might be saving me wasted time that I can use/waste elsewhere. It might even be saving money by reducing impulse purchases, if the links are ones I've followed to see what the sales pitch is for a product/service that has been mentioned in an article!
For me it's the opposite. Not being able to bypass that doubleclick block would mean that I lose the deal I'm trying to get and would lose money on something I'm actually planning to pay for.
I've never come across a product or offer I really wanted, that I couldn't easily get to by other means. It is occasionally an extra couple of clicks or a little typing to search, but that is a small price to pay for all the junk (sometimes actively malicious junk, not just tracking stuff and irritations like auto-playing video) that PiHole blocks.
Heck, it has at least once saved me money, and not just because I gave up trying to get information on how to spend it: searching for the product when following the "direct" link didn't work found a better offer from another source (in that case if was an offer on the particular variety of running shoes that I currently prefer).
I actually come across that use case ever so often. My solution is to right-click the link in Brave and choose "Open link in private window with Tor" and it loads without any issue; since the exit node performs the DNS resolution.
