Just to point out if you care about privacy it's not recommended to turn on this feature becase close to none services support it and it's awesome fingerprinting feature for your browser as well.
There is no way for Safari users to opt-out from this because Apple has decided to ditch "Do Not Track" because of privacy concerns.
I keep it enabled for sites that do respect it, like firefox.com and friends. By removing support from Safari, Apple took this choice away from their users, but I suppose that's not something surprising.
There is no way for Safari users to opt-out from this because Apple has decided to ditch "Do Not Track" because of privacy concerns.