Most people aren't aware they are being tracked. And opting out is no walk in the park. Typically, like at Alta Vista, opt-out options are buried in boilerplate language and clickable fine print. It goes to great lengths to talk users out of opting out and to herald the benefits of cookies. Alta Vista points out that just because you opt out at its site, that doesn't mean other sites, with their own privacy policies, will honor your request.
People are busy, they have lives.
They go to a site to read something, learn something, or buy some music. They shouldn't have to become experts on arcane privacy policies and opt-out procedures that experts can barely figure out.