For advertisers to trust this proxy server, the NYT cannot control this proxy server to preserve its integrity. So now you're asking the NYT to base their business on an advertiser-controlled server?
What happens when the proxy goes down? What happens when there are bugs? Do you think publishers can really trust advertisers to be good stewards of the publisher's business? Think for a moment about publishers that are not as big as the NYT.
Okay, maybe they do trust an advertiser-controlled proxy server. This means that both tracking scripts and NYT scripts are served from the same domain, meaning they no longer have cross origin security tampering protection. What's stopping the NYT from serving a script that tampers with an advertiser's tracking script?
Those are issues, but not insurmountable, especially when the benefit is "obviate any adblocker".
They can use a trusted third party to run the proxy and use industry standards/SLAs for site reliability/uptime. And they can still use different subdomains with no obvious pattern (web1.nytimes.com vs web2.nytimes.com -- which is the ad server?) or audit the scripts sent through the proxy for malice.
