The UX. The last time I tried it, it displayed a persistent notification, which was impossible to hide. I don't need to be reminded/distracted that the ads are being blocked. And I remember it broke some legitimate F-Droid app in a weird way, but I don't remember the details. Probably, Conversations got some random disconnects if the blocker was on, but none if one did it the proper way, via /etc/hosts. But I'm not sure, it was a long time ago