TVs have a history of listening and collecting a lot more data than a smart device.
With a TV device like an android or Linux box, you can prevent that as well as ad-injection because you can install whatever you want on the device and it’s not as locked down as a TV. You can even disable or physically remove recording devices if you’d like, and many smart boxes do not even come with them.
Also, a pihole does not guarantee you filtered out everything or prevented the TV from interfering with your experience.
A TV can also change its policy on the fly and suddenly start injecting ads. Many TVs do this to add additional income after your purchase.