...which then marks all these newsletters as scams, since the link usually first points to analytics site?

Sounds to me it’s working as intended.

Sure but regular users will see it and think "this message means nothing, I got an email I know was from my bank the other day and I saw the banner there, too!"

They should just collect stats on their own servers.

This might come as a surprise to you, but every company doesn't have infinite developer time to reinvent things which already exist.

Then they should be held accountable for their choice not to vet ads they send to their users. If this was enforced legally, a bunch of companies would suddenly be able to invest the "infinite time" required to register a damn click.

That's obviously not the hard part.

"The hard part" can still be outsourced to a third party without resorting to redirection chains, either by sending the click information to them on the server-side or by sending it client side using a script.

Either way, "the hard part" is generally undesirable to users because it compromises their privacy in order to manipulate them.