I see the point in that, but wrt browsing, what counts as a third party? There's a million of points where the browsing data leaks already, running the most trusted adblocker extension doesn't really change that. ISPs track and sell DNS and other metadata, VPNs do god knows what, each website is a third party basically, every website with a Facebook Like button reports your visit to Facebook, most websites are using a large CDN like Cloudflare, some browsers use their own CDN / service to do things like compress images, ...

In the sea of all these things happening, the user is much better served with uBo than going in without it. It gives the mind some peace not seeing all the advertisements, for one.