I think that all web sites should have something like this, as a way to educate visitors that they may not be seeing exactly what you have published (because of their ISP, some installed add-on, or other pest).
Of course, I would prefer to see a more technical solution. Ideally, a browser would be able to determine and display entity signatures for each part of a page, or at least give the user a list of all the entities that are represented and warn if anything is not signed. And for site operators, it would be great to be able to include the signatures of expected content in the site signature (e.g. page signature includes SocialNetwork.com and TheAdNetworkIActuallyPayFor.com, but clearly does not include CrappyISP.com or ShadyAdNetwork.net).
My suggestion is that sites start with user education, and my hope is that web protocols and practices can evolve to require stronger authenticity measures on all displayed content.
[1] https://blog.wikimedia.org/2012/05/14/ads-on-wikipedia-your-computer-infected-malware/