I have used a pi-hole based blocker for a while, and I have noticed increasingly ads showing up because they are using same domains, both in-app(iOS) and normal desktop. I've settled for a mix of network wide ad-block via pi-hole and adguard(uses mitm for https blocking) to remove almost all ads. In my experience uBlock Origin has made my aging laptop battery drain a lot quicker.

PS: I'm not sure if I would recommend Adguard, but works fine, but somehow the root certificate keeps me left a little bit dreary about possible future Adguard intentions.

Yes, it's an issue and there's nothing a pi-hole can do to solve the issue. YouTube is the most notable server of ads from content servers, but one can imagine more content providers following suit eventually.

However, you can have your pi-hole up and running in a few minutes and enjoy excellent network wide ad blocking for virtually every service that isn't YouTube.