This should not be considered an authoritative answer, but my best guess is:
- Most users do not have Do Not Track enabled. So enabling it makes your traffic stand out and makes you more uniquely fingerprintable. As bastik points out in another answer, the Tor Browser maintainer seems to agree.
- Do Not Track is technically advisory only; web sites are under no technical obligation to honor it. And even though there may someday be legal obligation, that can be set aside whenever it's convenient for those who make the laws.
- Better methods exist for controlling whether web sites use cookies, Flash storage, HTML5 storage, or other technologies to track you. A large number of Firefox extensions, for example, will remove these items with varying levels of aggressiveness. Though, since Tor Browser already runs in private browsing mode and has been patched to prevent writing to disk, all of these should be cleared at the end of each session, making extensions unnecessary.
So, in short, it's unnecessary to enable this, and doing so may actually reduce your privacy.