The reason people add third-parties is the same why big companies outsource cleaning to a cleaning company: pay someone else to own a subproblem of yours. Even the analogy is similar: evil cleaner can steal secret documents and wreak havoc in your office.

In media, there are a handful of third-parties that you de facto must load, because this is the only way to compare various metrics between different websites (number of views etc.); you can't rely on companies to self-report the numbers; even if they acted in good faith, the small details of how they collect the data would lead to discrepancies.

I hate third-parties like everyone else (and especially since I used to be a perf engineer and had my hands tied with bloated unremovable 3p libs), but they're just not going away.