EasyList[1] already contains various per-site adblocking based on CSS selectors, with several packages for different languages and site type. I think the community is big enough and motivated enough to manually lists any ads on most websites.
Also first-party advertising is complicated because it prevents the advertising company from publishing the ads it wants, since the ad would be delivered by the site itself. While this is the business model of Google and Facebook, most sites don't have the analytics power to publish the most relevant ads to their users.