May I ask what is the purpose of Cloudflare's
zaraz script?
Is it used to load third party analytics code faster? In that case it has no use for me.

It is blocked here by uBlock Origin (privacy).
View attachment 287728
Cloudflare Zaraz | Load Third-Party Tools in the Cloud
[Edit]
I see now that it is an analytics solution that is not blocked by ad blockers.
Anyhow that's what they claim. It is in fact blocked.