Yeah, but these front-ends mostly aren't built for authenticated usage. The tracking done by the actual source sites is quantifiable and immense. Proxying is a good option for removing a lot of the tracking capabilities, especially via an instance you control.
But most people are not going to do that. They are going to be redirected to a site with no guarantee of what is there. The domain could expire and someone else could register it, a hacker could replace one of the front ends with a phishing page, etc.