i don't see this as an issue but you are right that there should be an opt-out.
You could use DelDomains - but. as it states, it will remove everything
Firstly download: DelDomains.inf
Locate DelDomains.inf right-click and select: Install
Note: you will not see any on-screen action ...
This will remove all entries in the Trusted, Restricted,and Enhanced Security Configuration Zones.
Note once you do this, any previous restricted zone hacks (spywareblaster, ie-spyad, etc) will need to be reapplied.