It was/is checked under Safari, Select Unwanted Data. I even have it checked under Timer Options. Under Safari, Select Unwanted Data, each item can be individually removed using "Remove Now" or collectively for the ones checked, "Remove All Unwanted Data." When I select "Remove All Unwanted Data" it removes for everything except the tracking cookies, which is checked. When I select "Remove Now" which is to the right of "Tracking Cookies," it does not remove them, it does not grey out like all the other Remove Now items in the list. It remains black and selectable. I selected it several times and it never greys out and the tracking cookies never delete.
Additionally, when in the Cookies tab as opposed to the Removal tab, when I select "Remove Tracking Cookies" it never greys out. I select it repeatedly for Safari and it remains black, rather than greyed out showing that the tracking cookies have been removed.