I remember reading about this a couple of years ago or so, but forgot asĀ support for this html5 spec was limited to Chrome (Apple added support in Safari as well). But while investigating a problem a WP DoNotTrack-user was facing, I re-discovered iframe sandboxing (it effectively stopped the javascript-based tracking inside the iframe) and noticed that support for it is to be included in Internet Explorer 10 and that Mozilla is finally working on an implementation as well.
So yeah, the option to sandbox iframe’s pointing to blacklisted (or non-whitelisted) hostnames will probably be in a future version of WP DoNotTrack. Stay tuned!