1. Open devtools networking
2. Visit any site with analytics
3. See requests to https://www.google-analytics.com/j/collect?... (for GA), https://plausible.io/api/event (for Plausible) etc
EDIT: expanded this into a post https://jefftk.com/p/firefox-does-not-block-analytics-by-def...
Google is a Mozilla donor and I don't think they'd like it if the browser blocked one of their major services. Ublock Origin will block GA and GTM (Google Tag Manager) however.