Yes, it's an issue and there's nothing a pi-hole can do to solve the issue. YouTube is the most notable server of ads from content servers, but one can imagine more content providers following suit eventually.
However, you can have your pi-hole up and running in a few minutes and enjoy excellent network wide ad blocking for virtually every service that isn't YouTube.
However, you can have your pi-hole up and running in a few minutes and enjoy excellent network wide ad blocking for virtually every service that isn't YouTube.