The slowness comes from letting 3rd party tracking sites set cookies and run scripts
When Newegg includes a 1px image from criteo.com, criteo is no longer a 3rd party. When newegg directs "promotions.newegg.com" to edgesuite.net, then edgesuite is no longer a 3rd party (and in a way that is much more difficult for even clever ad blocking software to detect).
The point they're trying to raise here is that including all of those web-bugs and their associated cookies does impact the visitor experience, and FF has a system to reduce it. You can take this from the user perspective: here's an easy way to speed up the web, without having to figure out which of the adblocking plug ins are really legit. You can look at it from the host perspective: if web bugs make your whole web site feel much slower, then maybe the analytics aren't worth it. There are a lot of people who just don't think about why their internet is slow. Every time someone stands up and says it takes longer to load all the ads on most pages than the actual content, a few more people will understand the cost of "free' web pages.