RandomScumbag
This is because Graphene is not rooted.
Rooting a device introduces significant security holes and, in some cases, defeats the purpose of having a secure phone. Its the very best practice to not root your phone unless absolutely necessary.
Look at DNS-level adblocking, for example, Nexdns or Adguard private DNS. You can also use local DNS-based adblocks, for example, TrackerControl.