Hi Jordi,
By default the web analytics connector appends two additional parameters in a tracked url in the emails from campaign. This are bid (broadLogId) and cid (Delivery internal name ) . For a marketing database this bid parameter can be tied back to a recipient for re-marketing purpose but in transactional messaging since the execution servers does not have a recipient database , there is no re-marketing possible with the web analytics data.
I think this the incompatibility which is mentioned here.
Although , you should still be able to track the delivery names and the KPIs associated with that delivery (like open , bounce , clicks etc. ) in the analytics report suite.
regards,
Adhiyan