All data comes through the air, ads included. Your phone records how much you receive & send and you're charged accordingly. The question is when the ads are recorded. If the adblocker is on a browser, you pay to receive the data, ad included, on your phone before it gets to the blocker.
A few weeks ago someone posted a way to stop the ads before they hit the airways. I'll try to find it. Hopefully someone will beat me to it.
