Yahoo are resorting to this whole buzzword-laden meaningless rhetoric around ~user experience~ and ~value proposition~. That just reinforces the impression that the only reason anyone was prepared to go along with DNT was that they assumed that 99% of users weren't going to be in a position to express their ~user intent~ to not be tracked. Since, you know, most people have better things to do than to learn how to teach their computer about obvious preferences like "please don't spy on me".
Microsoft is simply making the benefits of the DNT scheme more accessible to its users. It's pretty telling that Yahoo is already backpedaling from respecting the users' intent, faced with the possibility that more than an insignificant fraction of users might actually be enabled to benefit from DNT by this decision.
(Edit: Personally I think rather than squabbling about DNT, browser vendors should be taking much more aggressive, technical steps to make tracking users harder, instead of having a default configuration that stops just short of transmitting the user's SSN via request header. Disabling features like user agent and referer headers for and quickly discarding cookies from untrusted (by individual user "intent", not based on SSL certs or anything) hosts would be a start.)