Similar things happen on iOS, too. I can't tell you how many times I'm trying to go to a seemingly legitimate site on my iPhone and I get redirected a dozen times and end up at "You've won a free Samsung tablet!" instead of the content I asked for.
You're probably either not using the right ad-blocker or fail to configure the ad-block properly. If you just want a content-blocker that works in Safari- I find Purify works the best. If you want a full system ad-blocker which works in most apps- NYT, BBC, Chrome though not in the YouTube, Instagram, Twitter apps- it would have to be a DNS based Ad-blocker like Adguard Pro.