The drawback is that sometimes, some domains that host ads will also occasionally host content you need. Akamai, for example, was one of them.
That is because Akamai is a content delivery network and hosts files for many diverse companies which include ad companies. If you blocked them then you'd be unable to download things like Apple updates.
The exact Akamai server you use depends on where you are, what company you're trying to access and what type of content it is so it is difficult to block individual content.
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