Well... they have to make money to pay bills and make a return for investors - they're not an altruistic charity. The trackers appear to feed into behavioral targeting companies who probably pay for it.
Their pricing page clearly says the free version is ad supported, paid versions can turn off ads.
But it is sad how 'ads' is now synonym for 'behavioral analysis and internet wide tracking'. On blogs and the like, they instead could show ads that are related to the blog, not the specific reader.
Basically the reason that doesn't happen is because such a business model of matching blog one by one with advertizers doesn't scale - neither for the buyer, not for the seller.
The person making such a market cannot make a living out of it without automation unless the blog comes off the bat with millions of viewers (think top YouTube channel content creators who get sponsorship). With automation comes the need for tracking.
Almost always this has a highly enforced anonymity - since the behavioral signal is more valuable than knowing who exactly you are.
They could do one tracking request and fan out to different tracking systems on the backend. Doesn't solve the privacy issue, but solves the loading issue.
What surprises me is disqus didn't even give a shit about the page's loading time in an effort to violate users privacy and trust.
Disqus, If you are reading this thread, shame on you!