Ah yes, the infamous “Leverage browser caching” message caused by analytics.js.
The solution is indeed to self-host it and set up some sort of mechanism to auto-update it. But instead of every person doing this individually, this plugin would be the perfect platform to offer a checkbox for a self-hosted version, and then the plugin authors would be the only people who need to keep it up to date.
Hope the devs of this plugin can provide such a feature.