One way to help reduce overall weight of embeds (and improve the UX imho) is to block the ads - if you are able to leverage "Content Security Polices" on your pages.
PSA: Try not to chuck 'unsafe-inline' into your Content-Security-Policy thoughtlessly--it disables the anti-injection protections of CSP. There are safe ways to permit inline scripts, if you even need them.
This seems to be allowing unsafe script injection from ONLY certain whitelisted urls, presumably excluding the url globs required for the ads. Haven't tested it, and not sure the full extent of pshc's sibling response either.
Example META tag:
More info: https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Co...