If gnupg is called with a mailbox and --locate-keys it will try via https or tor to find a key on the domain of the mailbox.
Similarly if auto-key-retrieve is active and a verification is called on a signature that contains the senders address or the --sender argument is provided a WKD lookup would also be done.
While this might be a slight "Web Bug" in that it may leak the information if someone searches for a key, this information leak is in my opinion smaller then the advantage that MUA's can use --locate-keys to automate key discovery.
Enigmail, GpgOL and KMail have support to use --locate-keys for key discovery and provide the sender argument on verification.
GnuPG should have it enabled by default so that these MUAs do not need to modify the gnupg configuration to benefit from Web Key Discovery.
I would like to see this in gnupg-2.2 and Gpg4win-3.0 and also don't want to mess with the defaults in Gpg4win.