It can block ads on devices where I _can't_ use an adblocker (Xbox One dashboard, Windows Phones), and blocks telemetry data from those devices and Windows 10[1]. It's also set and forget - I set it up once, then get "good enough" blocking on _any_ device on that network. I'm also on my home network 95%+ of the time, so I don't really care about mobile usage (for my use case).

[1] Such as the 1450 requests in the last 24 hours to watson.telemetry.microsoft.com