Wouldn't it be fair to say that third-party requests aren't automatically a problem? For example, mozilla.org sends third-party requests to their CDN at mozilla.net, but it's the same parent company, so not really a third-party in the privacy sense.
For sure, it's just hard to tell them apart from a technical point of view. Tracking Preference Expression (DNT) [0] does make it possible with a Tracking Status Resource's same-party property [1], but it seems like almost nobody uses (or talks about) this. Medium.com is the only major site where I've seen it implemented: https://medium.com/.well-known/dnt/