Ultimately you will have to accept that you don’t ‘own’ your Xbox. None of us do. Microsoft does, and you paid $500 for the hardware, which they can decide to brick remotely at any time.
This is the tradeoff between console and PC. Console is significantly cheaper but you don’t get any control over it.
Ads are never going away, and will likely only get more intrusive until people start hitting their breaking points.
Microsoft owns most gaming PCs, too, with Windows which is increasingly ad-ridden. The existence of some Linux-based alternatives is still a small percentage compared to Microsoft’s dominance here.