It's just a script testing if the Ads where loaded. If they were blocked, the script will show a message.
In some cases you can just dismiss the message and access the content. In other cases the website will continuously show the message. You have the option to disable the adblocker.
Some users simply go away: the website has the right to ask you the turn off the adblocker, but you also has the right to decide to not use the website.
Some sites will only load the content after you have complied with their request. But other sites will load all the content and then obscure it with this request. For this second kind, you can often use your web browser's "reader view" to see the content that was obscured. This is a view of the site which eliminates a lot of the layout and scripting, making it more document-like. If you get an ad-block window, try enabling your browser's reader view and you'll often find the content is available.
Firefox : CtrlAltR
Safari : ShiftCommandR
Edge : F9
Chrome : not tried this, this guide says you have to enable the feature first.