I suggested this the last time this issue came up [1]. In the case of ads, some people are saying that it becomes a problem for advertising networks to actually verify the traffic if the connection is proxied, though I think there can be solutions developed for this given the enormous amount of money being lost. As far as analytics, this shouldn't be an issue because the primary recipient of the data is the site itself, and cheating on their own analytics would only make sense for a couple of applications (trying to sell the site based upon fraudulent analytics etc).

[1] https://news.ycombinator.com/item?id=10185256