I enabled opera Block ads and tested results on some sites using opera speed test and don't understand how can site work better with ads ?
Just use uBlock
Which sites? Which version of Opera? Up to some latest dev version, some sites like stackoverflow.com had problems using Opera adblock - without it sites did load faster. In dev ver 39.0.2248.0 I haven't seen such problems.
What in general may cause sites load slower with adblock - for example if page loading scripts wait other scripts to complete with specific result, but those other scripts are blocked, then it is possible for load times to increase. I have no idea, is that scenario real or what did Opera devs fix; it seems just possible.