Not bothered by the loss. Like others have stated, it can be used to track/profile you, but far more importantly, it was a non-legally binding "pretty please, do not track me, okay?" Request. Based on literally how honestly the server was setup or if the site admins felt like respecting it. 0% guarantees.
I have not been bothering to enable this for close to a decade in all my machines and on those I support.
Always found it weird how it was so pushed in tons of privacy guides or in privacy tips. It's as if they were just parroting each other without actually thinking why it would or not work at all.