How’s the privacy of “proxy frames”?

[simevidas]

In the article “Introducing the Bento component library”, you wrote:

Third-party embeds … run inside a "proxy frame" which prevents them from interacting with the layout and data on your page.

I took a peek at the <bento-twitter> element. Twitter’s content is inside an iframe from the https://ampproject.net domain. Could this be a problem for the privacy of my visitors? Does https://ampproject.net log anything or set cookies or do anything like that?