I don't get one thing. Isn't CNAME also bad for "them". I mean with CNAME, they can serve adds, cookies ... from site subdomain, bypassing blockers. But how will they track users on different sites, like user vising website1 and then website2? Since their tracking cookies are now part of website1, they won't be sent to website2.

I mean is there any replacement for them, not using cookies? Because cookies seems to be the only global storage for user identification data. Since tracking script was hosted on their domains (and included into websites with script tag), cookies were shared across all site, that included that tracking script. IMO when they switch to CNAME trick, they will loose this capability.