This is one of the reasons I'm still bullish on the web: at least with a website, you can install an ad blocker or a tracker blocker. With apps, though, it's kind of a black box.
It's also one of the reasons I'm glad I set up a Raspberry Pi with Pi-Hole (https://pi-hole.net/) this weekend. Amazingly it says it's blocked 9.2% of requests so far, which is impressive given that both my wife and I use adblockers on our web browsers. But of course phones and apps are another story.