Yes that is normal
Filtering at DNS level can only block stuff which you can also block with host files on your PC. Host file block rules contain only IP addresses or (parts of) URL's
Browser extensions can block host files plus ABP format block rules which can block and hide ads. The block part alone has a lot more granular options related to the content (say 10 times as powerful than host file block rules). On top of that some adblockers have very powerful advanced options to change nearly everything on a website (say 100 times more powerful than host block rules).
Most members use them in combination, where the DNS does the heavy lifting with lots of simple block rules (focused on malware and tracking protection), and use the browser extension for the smart advanced stuff (focused on blocking and hiding advertisements).
In the past I did some testing and on the websites I used for reference (15 news websites) enabling all filters in uBlockOrigin (A) was as efficient as enabling (B) all malware protection in NextDNS plus OISD.nl and Adguard DNS filter for tracking (privacy) protection in combination with uBO using only a few filters. In uBO I disabled all filters and enabled only AdGuard Ads and Annoyances for advertisements and AdGuard URL tracking protection and
Kees1958 MV3 list for tracking protection and no uBO malware protection lists (because I used NextDNS for tracking and malware protection, I only needed the advanced URL parameter blocking filter and a small anti-tracking list of Kees1958). When you try this it is also advised to enable your country specific EasyList filter (in my case EZ Dutch).
Because the bulk of the rules are processed at the DNS servers and you use less rules in your extension, the browsing is a tiny bit faster (for me with a 10 year old CPU that mattered).