I'm not in that particular market, but I know people who are and tbh more often than not I think it's an arms race the individual simply cannot win. Unless there's a conscious effort from browser-makers to actively counter tracking practices, you should assume everything you do on the web is public and can be tracked by multiple parties.
This can be as simple as hosting a copy of GA.js yourself but there are plenty of options like using the server-side API if you have GA enterprise or just using a reverse-proxy like Nginx with some rewriting logic.
3rd-party only means it's a different domain (with security usually implemented at the browser level) - it's not some magical wall of isolation.
That's unsettling.
If you want to see a simplified version of what this log looks like, run 'python -m SimpleHTTPServer' and visit localhost:8000.
Ofcourse people can(and do) sell their server logs to 3. parties anyway...