Websites Silently Blocked

I'm getting notifications about blocked websites from the mobile app but I'm not getting that message on my laptop when the block occurs.  It appears based on the attached screenshot, that the blocked website is an ad server on a large media website that I'm viewing.  If I directly go to that website that's blocked, the block message will appear on my browser but not on the media site that pulls from the blocked site.  To avoid confusion and trying to figure out the cause, it should notify me immediately even if I'm using a legitimate site that's pulling information from the blocked site.