Going to my IE right now to activate it, I have to say this is a janky solution. It opens the Add-ons window, where you can see you have no Tracking Protection Lists. Then you can click to browse the add-on gallery for them, and then you have to scroll down and pick a list from a set of options.

While this is flexible, open, and that's all good, the lack of a common sense default and a multi-step setup process is probably why like... even I am not using this right now.

If Apple does this by default, it's gonna make a huge dent in Google Analytics' numbers, whereas probably almost nobody uses the feature in IE.