Re: Before the usual MS bashing....
The "Do Not Track header" was never anything other than a PR campaign, as the actual advertisers said they were still going to collect the data anyway.
As for "privacy" notice that this isn't the same thing as "anonymity". To the industry, "privacy" is all about the "platform" owners (Microsoft, Apple, Google, Facebook, etc.) becoming the "identity" holders, so they have the exclusive ability to sell your information to the advertisers. Facebook is doing this right now. Windows 10 has the personal data collection knobs turned up to "max" (look in the details of installation procedure for the betas). Phone OS (Apple, Google) vendors know everything about you. By the way, try getting a free e-mail account these days from any of the major providers without giving them your phone number (which tells them exactly who you are). It's impossible without going to a lesser known provider.
The platform providers have defined "privacy" to mean that "we know exactly who you are and what you're doing, and we'll track your every move, but we will own that data". What people really want is "anonymity", where it's nobody else's business what you get up to.
Who has an interest in tracking you? Anybody who owns a mobile phone OS. Anybody who operates a major public web site. Anybody who operates a free email provider. Anybody to operates a web search operation.
Why do you think that El Reg goes through the headache of operating forums? It's to get you to log in so they can track your visits so they can sell information about what you read to their advertisers. Oh, you commented on an article about Microsoft? We'll charge Microsoft 'x' pence to show ads to you the next time you log in.
All of these incorporate advertising directly or indirectly (via developer relationships). The entire technology of advertising revolves around tracking. If your product does enable tracking, it doesn't work with the modern advertising system. Companies buying advertising pay for ads based on what tracking information there is available about a user. The more information there is about a user, the more valuable the ad. That's not just "valuable" in some fuzzy sense. That's "valuable" in terms of how much money was charged.
So let's go back to the points raised a few paragraphs above as to who wants to track you - phone OS, major public web site, free email, web search. Microsoft ticks all the boxes, as does Google. Apple and Facebook tick some, but the ones they tick tend to be the most intrusive,
DNT was a misguided idea to begin with, and then the major vendors hijacked it as a tool for excluding third party advertising tracking vendors from the industry so that the "platform owners" would have exclusive rights to sell what they know about you.
Somehow the Internet has come to revolve around the advertising industry. There's only one way to have "anonymity", and that's to not tell these people in the first place. The only real solutions will be technological including baking as much anonymity as possible into the fundamental design of web protocols and conventions.