HTTPS is just transit data, they don't need to see that. They can still tell the sites you've visited and really they just want to ID you and optionally make that ID available to others who pay/participate in data syncing.
If they want to make some possibly non-standard protocol adjustments they mutually understand, they should be able to inject it, too. Researching the protocols/crypto to understand that more and trying to produce a POC are side-projects on my list, maybe some day.
The root of the issue is that your ISP often knows who you are, every site you connect to knows who your ISP is, and they have incentives to trade notes on you and few reasons not to.
Most ISPs will use tracking at a much lower network layer and provide APIs for partners to match up IDs on demand. No need for HTTP headers.