They could be telling the truth... It's possible that OP is in Europe and the ad blocker is blocking a GDPR cookie consent notice.

The message explicitly mentions EasyList Cookie, which is described like this on https://easylist.to/:

EasyList Cookie List blocks cookies banners, GDPR overlay windows and other privacy-related notices.

Edit: I'm not agreeing with what they're doing. I'm just saying that the message may be accurate. Having said that, maybe blocking a cookie banner should count as an opt-out, so they shouldn't show this notice and instead just automatically reject the cookies. I'm not sure if the law is clear around this, though.

If you want to opt-out of tracking cookies, consent-o-matic will likely work better. It automatically clicks the right buttons in the consent notice for you.

Edit 2: The law seems unclear about what to do if the consent notice is blocked by the viewer's browser (and thus they can neither accept nor reject cookies), so maybe blocking access to the site is likely the safest approach for them to take.