Yes, that's right. I'm making the assumption that letting the request succeed at all is on the losing side of the battle.
For me, I know I'm 100% trackable across the internet with my IP address (it hasn't changed in 2 years) and my screen resolution (the only 4k monitors behind that IP). If I don't block the request in the first place, the tracking company fingerprints my browser and sets that as a cookie.
The reason I say we're completely screwed is that I think we'll see all kinds of dirty tricks. Ex: auth = ads under the header and auth.example.net is actually a tracking domain. That's much harder to prevent than sending ads.example.com to a black hole.