IIUC it is mostly to avoid placing huge load on the original package host when people download the same package hundreds of times a day in their CI workflow. It also means that Google can take control over the user experience rather than huge issues coming up every time some smaller host goes down or someone deletes an existing package version.
Overall I doubt that this proxy was added as a source of tracking. And the privacy policy on the service is pretty strict: proxy.golang.org/privacy. So even though I am pretty wary of Google overall I think this is actually a fairly reasonable decision by them to have enabled by default.