Ad domains being cloaked through CNAME records is really common nowadays (actively used by Adobe, Criteo and Eulerian, etc), and most analytics and ad software providers employ these tactics.
I use Ublock and never see these, so I guess it depends on your definition of "really common".
They are more common when using trackers and analytics (in the title of both the articles I linked), which you don't "see", unlike ads. It happens in the background