There may some validity to the idea that "the journey is part of the gift"--that is, the harder the option is to find, the stronger the signal of user intent. But, I don't think the current balance in Firefox is correct. I'm not sure that a checkbox at startup is the right answer either. if you ask on Mozilla's dev-privacy mailing list [1], you might get a response from some somebody that has thought about it more than me. Then I'll get to learn about it too.
I agree with the default being ON (that is, DNT is turned on). The analogy with the doughnuts and pre-printed message isn't quite accurate in this case, because it is _clearly_ a better choice to not have tracking done on the user, whilst with a box of donuts, its not always clear cut whether sharing it or not is the right thing to do.