This is actually a really interesting product, but there are very few details. My big concern is one of trust - if I'm going to literally route all my network traffic through this device, how can I trust that it's not doing something nefarious? Also, what kind of performance does this device offer? Given that it's inspecting every connection, this might put a limit on the throughput it can provide and/or add additional latency. Also, how transparent is it to the network? Does it do its own version of NAT or does it just passively inspect the traffic that passes through?
At some point you will have to trust another part. I could easily use a VPN to another location, but there would probably be someone at that location which would be able to intercept the traffic. The only way to be sure is to use end-to-end encryption, and unless those you are "talking to" support it, it's little you can do about it.
I'd guess because selling yet another router would put them into stiff competition with only a single feature to differentiate them. Seems like the motto here is do one thing very well.
If you're running a non-vendor version of Linux on your router, why would you buy this product in the first place? It isn't that hard to enable adblocking on e.g. DD-WRT.
Because they already have my data, no way that they would go through the hoops of installing a device at my home to do it. But I'm not saying that it's a ridicules idea to be worried about. It would be too damn easy to detect.
Each additional entity that has access increases the risk. You have no choice but to trust somebody for the modem, router, and ISP, but an ad blocker is entirely optional.
