I wasn't aware you could block in-app ads. (Thanks for the heads-up!) That may be a primary reason that many don't block these ads. Browser adblockers are relatively well known, and relatively popular, but I don't think that's true of blocking in-app ads.
For in-app, there's also the tech hurdle. Now that I know there's a method, I'm tech savvy enough to search it out an implement it, but there's going to be a much higher barrier than a click-to-install browser extension which means the average user (who won't know what a proxy is to begin with) won't really have access to this method.