One of the more obvious (at least to me) reasons to block ads/scripts is not to minimize the load time, but to avoid the premiere delivery method for tasty new exploits to the masses since the ad slingers don't actually check what they are serving up.
One news site, not sure which one I happened to stumble across a while ago did have a very nice opt out of tracking advertising cookies etc. dialog pop up when entering, I gave up when I passed the 200 mark and just left. In addition quite a few of the ones they served up could not be disabled from that site, but had to be separately opted out from from separate sites. Given the volume of crap pushed at us it's not surprising that things grind to a crawl.