The only advantage that routing clicks through MailChimp has, is clicktracking. Clicktracking can easily - trivially - be handled serverside. Just embed per-recipient unique ids in the url.
If MC is worried about customers lying about #clicks, they coukd easily make all urls point to A.com/mailchimp?mailid=xxx&linknum=yyy.
That forces A.com to run the one thing MC sends them to sort out the clicks... which of course does the clicktracking and hides the useful info from their customers.