With Mastodon v4.4.0 instance owners can enable HTTP referrers. That means:
If somebody clicks a link in a Mastodon post (e.g. to a news article), the link target owner (such as the news site operator) can see that a user from that instance has visited their website.
They do _only_ get the instance domain (e.g. metalhead.club). No information about the user!
I've enabled this setting, because I am sure that it will increase awareness of Mastodon's existence. πͺ
Edit: (in previous versions, Mastodon did not send referrer-Headers)