I thought I was clever and tried to enable it from the Apple News web browser so I wouldn't get ads there even when I follow links. But it doesn't seem to work

I thought I was clever and tried to enable it from the Apple News web browser so I wouldn't get ads there even when I follow links. But it doesn't seem to work due to third party cookies being blocked. I wonder if that also means it won't work anywhere else where an embedded web view is used. And I tried to see if it removes Video ads on YouTube (which I find very annoying), but that doesn't seem to be the case.