Maybe it depends on the channel, but in my experience you can pick which version you want to watch. Take this screenshot from SNL for example: https://i.imgur.com/s7eCDi8.png

There are 3 versions currently available to me for S46 E16: two DVR and one VOD. If I select either of the two DVR versions, I can skip commercials as expected. The VOD version forces me to watch commercials (also as expected, I guess).