Personally I question whether Microsoft's main reason for enabling DNT is to protect their user's privacy.

If Microsoft can look like the good guys while sticking a knife in Google's back, preventing them tracking users and targeting ads, then they might as well go for it.

IE on it's own won't do much damage but other browsers will be under pressure now to also add DNT, after all, they don't want their users to think they're privacy online is safer in IE's hands.

If all browsers slowly make this move Google could be affected quite badly. And that is the logic I think Microsoft is using here.