You are actually incorrect. Tracking Protection refers to an IE feature that lets you set "Tracking Protection Lists", which block traffic to specified domains and URLs. You can see a bit about them here:
https://msdn.microsoft.com/en-us/library/hh273400(v=vs.85).a...The whole "Do Not Track" default thing was, of course, a huge fiasco, as Google and others chose to ignore IE's default usage of it.
