Hosting the ads on the same server as the content is done in some cases, but doesn’t result in any immunity. If the ads are sufficiently annoying, it only leads to a merry little game with the adblocker annoyance list community, where they figure out new regexen to block the content, deploying daily. Bypass the blocks too effectively, and the adblocker will accidentally start blocking website content. Users will assume the website itself is broken, and visit less.

Self-hosting ads is not really a winning game unless your ads are non-animated, non-modal static text and images.