Browser-integrated adblockers can do better, because they have access to the page content. Host-based blacklists don't work as well; they can only handle hosts that serve ads and nothing else, not hosts that serve both ads and non-ads.

But yeah, host-based blacklisting is the only approach with a hope of working outside the browser. Transparently proxying web traffic wouldn't (and shouldn't) work with HTTPS, and is an incredibly bad idea even with HTTP.