Many thanks for that post, which fully and finally clarifies the matter (for me, anyhow).
I was confused by the caches and cookies from presumably unreachable Web sites that I always find in Safari > Prefs > Privacy > Cookies... > Details, but between your explanation and the very helpful object lesson of your avatar's not loading I'm now satisfied that I've got a viable "don't track me" system, even if it's not a panacea, in place.
