For some of us, that makes sense. The reason I turn them off or restrict them to the same server I'm visiting is so that DoubleClick and their ilk don't get any data about me. Ergo it is a privacy setting, and belongs in 'Privacy and Security'. I'm not saying that there aren't other reasons to want to set that preference that would lead to other categorizations, but that one makes sense to me. Where the heck else am I supposed to find it?