I think those features should be build by browser vendor. Why? Because pretty much all the existing extensions claiming to "protect privacy" are doing a poor job at it. They all rely on an internal database of "bad guys" as if it's technically possible to even build such a database.
For example, Cloudflare already control a large amount of website through their CDN. They are sending cookies regardless of the do not track headers. I haven't seen 1 of those extensions blocking website using Cloudflare. The do not track header is also a funny joke that even the W3C doesn't respect (https://pbs.twimg.com/media/DWtqPzFUQAExO2h.jpg)