Albert,
I agree with your concerns. I believe this behavior started with the 5.0.1 update.
That's just one of the reasons I use a nice little donationware program called Safari Cookies. It gives me complete control of which cookies I want to keep and which ones to automatically delete when Safari quits (or delete manually before I quit).
(just one of the features listed from the website) - Safari Cookies will automatically remove all Google Analytics cookies when quitting Safari.
If you want to prevent Google from loading its analytics in the first place, you can use (read: should be using anyway) Little Snitch to block access to those specific areas of Google. It costs $30 for a single user. It works for any connection (not just Safari). Without Little Snitch you are really never sure to whom you are connecting to.
Granted, Apple should have informed everyone about the auto-connection to Google, the intentions behind doing so and a way to turn it off in the preferences. But until Apple does come clean, at least there is a way of defeating this without having to switch to yet another application.
Chris