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Brave appears to install VPN Services without user consent
(www.ghacks.net)
This is a most excellent place for technology news and articles.
Apple makes it quite difficult. Honestly, I don't think there's a good option. Maybe try DNS based adblocking, by either setting your DNS to one that blocks ads or by setting up a Pihole, which gives you more control.
They do indeed. I'd use my iPad for media much more often if this weren't the case