I don't really understand what people are crying about. Microsoft has said that they will try to make IE10 better for users and this is one of the features implemented to enable that. Note that Microsoft itself owns an advertising network and is part of the advertising committee - it's that much that Microsoft wants to protect their users.
Of course, Microsoft's actions aren't new. They have always cared about privacy. Their tracking and beta debugging has always been opt-in. This in unlike Google where you often cannot even opt-out, and it's never opt-in in any case.
Microsoft simply cares about users privacy and advertisers are crying about it. Too bad for them, I say. Advertisers on TV manage to work without any tracking, it should work on the internet too.