The same CDN is serving thousands of sites, so they can track a ton of what users do. CDNs are perfectly placed to capture and sell user stats.

A third party (CDN provider) can easily track visits entirely server-side across all of the sites that it serves. Typically this is sites owned by lots of different companies users could otherwise visit without any of those companies knowing of visits to any other companies' sites -- the CDN knows.

This also comes up when the CDN handles SSL termination.