Yes if you interpret "measurement" strictly then you can't measure anything at all. I don't even have a ruler I can measure the length of something with that isn't in some way a proxy for the true length.
The error bars of our measurements may be large, and the there may be many confounding variables to the measurement, but it is still a measurement.
Having said that, I agree with the overall sentiment above. We often pick metrics that don't measure what we think they do or do it so inaccurately as to be useless. And at the same time we invest too little in finding the right metrics before they become ingrained in the org structure.
I would still consider an indirect measure or proxy measure of a thing to be "a measure of the thing".