Yeah, I was super gutted when I found out. Apparently it did use to work in the past when they used to serve the ads from different servers, but not any more, unfortunately. It's not completely pointless to install, though. It provides some great software out the box to monitor internet traffic on your network, and I'm pretty sure that in some cases it can speed up your internet by acting as a self-hosted DNS server.

The reason UBlock works, is because it has direct access to the HTML, CSS and JavaScript sent to you. It can alter the web page directly. UBlock scans all the web pages you load, and automatically removes anything it recognizes as an ad. There's a lot more to it than just that, and it's a really clever tool, but essentially what it does is directly alter the code of the web page. Unfortunately, this isn't really possible to do from another device on your network. I did look into somehow setting up a device which scans all incoming traffic like Ublock does, and then removes adverts similarly, but this isn't really possible since HTTPS traffic is encrypted. Any attempt at removing the encryption would likely result in a heap of issues to using various services, and you'll likely get constant warnings on your browser about a page being insecure e.t.c.