Did you ever install IE10? The screen gave users the option to configure everything but selected the most likely settings for many things, not just DNT: http://img.wonderhowto.com/img/21/42/63487287284459/0/yahoo-...
What level of "not by default" would have been acceptable to advertisers? I suspect they would be happy only if the option was disabled by default and hidden from view. An uninformed consumer is a trackable consumer.