I can only speculate as to why something doesn't exist since that question would need to be directed to the Analytics product team. With that said, I know generally, it's industry best practice to respect the wishes of those wishing to not be tracked.
In addition, there are various methods, tools, and laws that would have to be taken into account when creating an official solution for something like that. Those tools would also likely adapt to counter any official method that Adobe might provide, leading to an unstable solution with high development costs.
As you pointed out, you are definitely welcome to suggest the idea using the ideas exchange, but I can't guarantee that it would be implemented.
As for MCID, that's where it gets tricky. MCID relies less on the tracking server than legacy tracking, but it's still important. You need to be careful when changing any tracking server as to avoid data loss. As for the tracking server, there is no such thing as a "friendly third-party" tracking server to the browser. The browser see any request outside the domain it is currently on as a third-party domain.
With that said, if the ad blocker is set to block requests to '2o7.net' and 'omtrdc.net' (both adobe domains), then using a "friendly third-party" tracking server might work.
Context:
A friendly third-party tracking server would be similar to 'metrics.myorganization.com' when the visitor is on the mycompany.com website.