uBlock is designed to block ads. People like me won't use uBlock, because blocking ads is for jerks. (Go ahead, downvote it. It won't change my mind. Ad blocking destroys the open web, by putting content producers out of business. If you think it's just about obtrusive ads, check out Troy Hunt's recent experience: https://www.troyhunt.com/ad-blockers-are-part-of-the-problem...)

Privacy Badger's goal is to block tracking cookies and similar tools. Ads can, by obeying "do not track" instructions and similar, avoid being blocked by Privacy Badger, and so while some ads do end up getting caught in Privacy Badger, many do not. Privacy Badger is about protecting your privacy, not preventing advertising.

Note that I've contacted the EFF regarding Privacy Badger on Edge, and they said they were working on it.