If the ads were static (e.g. advertiser A bought a specific place on one of publisher B's pages, for a month), and advertiser A didn't want independent verification that the ads were seen, then your proposal could be simply implemented.
"What am I missing?"
Many ads are served after real-time auction: whilst your browser is loading and rendering the page, an auction is going between advertisers for the ad spot(s) on the page. The auction happens quickly, but it adds latency. Adding a reverse proxy would add further latency, and would remove the ability for ad networks to properly target ads (e.g. using cookies) and account for impressions.
"What am I missing?"
Many ads are served after real-time auction: whilst your browser is loading and rendering the page, an auction is going between advertisers for the ad spot(s) on the page. The auction happens quickly, but it adds latency. Adding a reverse proxy would add further latency, and would remove the ability for ad networks to properly target ads (e.g. using cookies) and account for impressions.