When Protections is set to ON (toggled right and blue), you will see the ad block message appear on a website as ad blocking and extreme privacy measures have been detected.
To correct this, you need to add the website to the allowlist to tell the program that you want to support this Publisher and that it's OK to participate in advertising efforts.
When you toggle Protections to OFF (toggle left and grayed out) for the website, you will see that the ad block message goes away instantly.