Have they? I haven't seen this. They have a lot of tracking protection built in, but no ad blocker. I'm not doubting you, I just haven't seen any action or posts on their part about this.
They developed Privacy Preserving Attribution with Facebook to collect data from browsers. It's enabled by default in fresh Firefox installs. They also acquired an advertisement subsidiary, Anonym, earlier this year. So when Mozilla makes a statement about advertisements, it's worth a little extra scrutiny.
