Becasue more and more browsers are limiting access to cookies not only depending on first-party context but also third-party context. So tracking users by web bugs becomes less reliable. By redirecting throught the domain, they can set and access cockies in a first-party context.
I wonder why I never see this behavior despite every other person mentioning it
ublock origin shows a confirm page when it happens
It's really quick. Open the network tab and check the "persist logs" checkbox to ensure that the request logs don't disappear after every redirect, then clear your cookies for advertising.com and guce.techcrunch.com and reload the page. You'll see the request for techcrunch.com redirect to guce.techcrunch.com, which redirects to guce.advertising.com, which redirects back to techcrunch.com. It happens so fast it's not noticeable on page load.