This will ruin a lot of legitimate uses that's not paranoia-induced security protection... I would recommend not using that and simply using uBlock Origin, so people can still read where their users are coming from on their campaigns.
What if I, the user, don't want the website I'm visiting to know where I'm coming from? Why does a website deserve to know what other website I was on before??
Well... chances are if you're going to PAY for a service, then you find it useful do you not? They might have found you as a customer from different advertising channels. Better optimization means more customers, means more revenue, which means they can iterate faster, delivering you an even better product.
So if you're paying for a useful service, you don't care about helping that SAAS company to optimize their campaigns, to net them more revenue, so they can build a better service that you're using??