I am still unconvinced if NN provide any advantage over regular expressions in this domain since it's not a hard problem to solve. Also, the request needs to be rejected before the connection is made so the only data to work with is the HTTP request headers.

On an enterprise level, a better challenge to solve with NN would be to create a asic accelerated neural net hardware to filter packets/connections of IPS/IDS and firewall purpose with an extra ability of also possibly blocking advert.