It will be more challenging but not a big issue. Ads will still contain signals they're an ad (I'm reminded of banner ads on the Web 20 years ago).
Back hauling traffic through the site may happen, however that's a huge latency penalty and also will reduce the amount of data leakage. Networks will no longer have carte Blanche access to end users. Also worth noting is that it increases the complexity of the technical implementation from 'drop in this code' to 'get your backend team to change your architecture in this way'.