VPN providers can't meaningfully block trackers. If they say they do, they have to be intercepting SSL which requires extra work (must install their generated CA on all clients) and you are literally handing over all data to the VPN provider, more so than without of course, as they'd be able to decrypt HTTPS payloads.

Wouldn't they just be blocking the DNS queries?

So any client side requests to a known URL is just blocked. So only server side would work.