"Host your own ads" is something only big sites can implement obviously. An ad agency is reliable if all the advertisers are non-anonymous, and hence responsible for the content they push through the ad agency. And don't tell me "it's not possible", there is this thing called HTTPS. Instead, as of now, anyone with a computer and internet connection can be an "advertizer". No eponymity or responsibilities, yay! This was good enough for the first years of the internet. "Freedom", easy, cheap blah blah, now it's not good enough, because there is lots of money to be made for malvertizing, and ad agencies can't keep up with preventing and blacklisting anonymous mal-ads.
Unreliable ad agencies that don't care about my security will simply get Ad Blocked and lose my ad impressions (I don't care). Mutual non-caring.