This is misinformation. The setting in question is not a “privacy breach setting,” it’s to use a new API which, for sites that use it, sends advertisers anonymized data about related ad clicks instead of the much more privacy-breaching tracking data that they normally collect. This is only a good thing for users, which is why the setting is automatically checked.
Do you think that somehow without this setting your browser isn’t tracking you? What do you think the history is?