That's not how the good ones work. Adguard Pro, for example.
No, it doesn't. But even if you don't believe me, it's a lot easier to pick on VPN company to research and investigate than having to trust every single app on your phone regarding what analytics info it's collecting and selling about you.
It's not just the ads, it's analytics collection and monetization of users without disclosure. Apps often connect to a dozen or more analytics frameworks with the vaguest of disclosures.
It's the devs who are shooting themselves in the foot by selling out their users for a few cents to analytics warehouses. If an app just want to *show* an ad, I'm fine with that, even if it's a big one. But none of them stop there. Every ad is passing info back about you, your device, location, IP address, browsing habits etc. to the analytics flavor of the month. With all of that data eventually making into a handful of aggregators who know more about us than our own family.
So, yes, devs that are ok with that do need to admit that they really don't give a damn about their users.