I was at Mozilla when this was implemented. It was completely optional for websites to support this. A few did at first. A lot of people internally wanted it to be on-by-default, but the argument was that if it was, nobody would respect it – after all, what tracking platform would willingly only track the 0.1% of people who went into the settings to enable it? (Internet Explorer did eventually enable it by default, w…
But then Microsoft broke the agreement by enabling it by default, as part of their war with Google (and after their own adtech ambitions ended in a 6 billion dollar write down on their acquisition of aQuantive). This killed it for everyone.
The ad industry was never going to go for an opt-out version of DNT. It worked while only a minority that cared about it opted-in, but not when the (then) dominant web browser made that choice for all of its users.
I fully understand why people hate tracking and targeted advertising (which has if anything gotten more invasive in the past decade), but at least at the time it was essential to the commercial web.