The question is more about the trade-off.
1. I see an ad for some really nice pens. COOL!
2. I go to a website that allows me to opt out of tracking but I'd have to opt out of their 300 affiliates one at a time.
3. The privacy policies that state: we do not honor do-not-track signals because we don't know if it was the user or a browser default.
For me: not worth the tradeoff.