Mozilla is right in that Google’s web browser doesn’t block any surveillance-happy ads. Chrome also doesn’t block ads that slow your computer down, ads that suck up a large portion of your bandwidth, or ads that are used for drive-by downloads. In practice, this is probably Google’s first step in blocking non-Google ads so as to grant Google a complete monopoly in online advertising.
BTW, I’m not 100% sure the built-in tracking protection in Firefox is as effective as Mozilla says. I’d rather trust something I can control. The built-in tracking protection operates in the background, and doesn’t really give the user a way to interact with it. I recommend uBlock, Privacy Badger, HTTPS Everywhere, Disable WebRTC, and CanvasBlocker. You’ll also want to learn as much about these tools as possible, so that you can make the most out of them. If you really want to protect yourself, consider using LibreJS or NoScript, although I warn you that these tools might break a lot of websites.
BTW, Mozilla is NOT 100% trustworthy.