DNT is like putting a note atop your plain text file asking unintended recipients to ignore the contents. What browsers need is something akin to encryption, where you're not asking for compliance, you're denying access.
"Please note - This e-mail and any files transmitted with it may contain confidential or privileged information which is protected by legislation, copyright & the code of practice covering personal information. It is intended solely for the use of the individual or entity to whom it is addressed. If you have received this e-mail in error, please notify the originator. Any disclosure, copying, alteration, distribution, publication or the taking of action in reliance on the contents may be an offence."
as a random example. Bonus points for using it it in a footer, where almost by definition, you've read the email before seeing it.
I'm sure there's some legal justification for doing so, but it still strikes me as pretty stupid.