As a user, I often block these scripts exactly for these reasons. Scripts used across different sites can easily gather information that data aggregators are looking for. (Kind of like the free android app-developer libraries which become part of the new app but still report home.)
I also don’t get the other side of the deal. As a developer you get a convenient way to embed some js, but a third party gets your customers’ movement data to combine with data from other sites. It’s like if a clown went to all the bike stores downtown offering to attach a free balloon to every bike, but wants customer data in exchange.
-Would look suspicious to me. Especially if he also sold bike carriers 😉