Am I wrong in thinking that DNT is simply a request and not a rule? Just because you have it enabled it doesn't mean that websites have to obey it?

Quoted from Google Chrome's DNT settings:

You can include a "Do Not Track" request with your browsing traffic. However, the effect depends on whether a website responds to the request and how the request is interpreted. For example, some websites may respond to this request by showing you ads that aren't based on other websites you've visited. Many websites will still collect and use your browsing data - for example to improve security, to provide content, services, ads and recommendations on their websites and to generate reporting statistics.