I personally find filtering of any sort to be fundamentally wrong. A website is nothing but information, and find censoring/filtering to be wrong on counts of violating free speech and free access to information. I believe that illegal content should be handled by going after those that operate the site, rather than touching the distribution channel.
To me, I think I would imagine a website doing something illegal to be more akin to a newspaper ad that sells something illegal. It's not illegal for me to bring a newspaper home from a country with ads about services that are legal where the newspaper is from, but illegal in my home-country. So, why should bringing the ad over digitally be any different?
The illegal may only occur once the service is ordered/used, and only so if it is illegal to be the recipient/import (sometimes things are illegal to sell, but legal to buy).
Feel free to wear sunglasses, welding helmets, use ad blockers ("content filter"), attach ND filters to your camera lenses, water filters to your water filtration systems, HEPA filters to air filtration systems, etc.
And, changing your DNS server is easy to us, not easy to "common folks" who have no clue what DNS is.