That's true, but instead of empty ad being server (as in case HTTP), HTTPS request timeouts and increases loading time for many pages, because the page waits until all JS loads.
Another problem is that some browsers will retry failed request several times (Chromium) effectively prolonging the time before final error is confirmed.
The problem is with ads served via HTTPS and since today most of the pages are using HTTPS protocol pi-hole is kinda useless.
For reference on this topic https://discourse.pi-hole.net/t/websites-hanging-timing-out-...