Plenty of people run ad-blocking DNS on their router, or mesh VPN software. Handy for devices where you can't install an ad blocker directly, and for working around CGNAT issues due to IPv4 exhaustion.
If my microwave had programmable firmware I'd absolutely reprogram it, get rid of the annoying clock and make my own quick buttons for my most common meals...
My microwave, unfortunately, is closed source. However my home router runs a web server, and my cellphone runs a service called Airdrop, when I turn it on.