https-everywhere does indeed prevent transparent proxying by ISPs. Mostly this isn't an issue: site owners are less likely to have their content tampered with by a content distribution network than by an ISP, and have full control over which CDN(s) are allowed to act on their behalf. Larger content providers operate their own CDNs, of course.
In the case of TFA, PC Gamer isn't directly consuming the bandwidth with their own servers on their own domain name. It's an ad distribution network doing that, and odds are reasonable they're already colocated someplace with your ISP and the bandwidth consumed by ads is totally irrelevant to everyone except the poor sap at the home end of the last mile.