If you go into Settings > Privacy > Tracking, you'll see "Allow Apps to Request to Track". Turns out (I think - following the convoluted 'guidance' from the Learn More...option) that if the switch is off, iOS will block all requests automatically and you'll not see the pop-up screen on newly installed / updated apps. If you turn the switch on, you are supposed to see these individual pop-ups and, if you use "Ask App Not To Track" in the pop-up, it will then list them in the Settings > Privacy > Tracking section, for you to later change your mind on.
Possibly one of the worst though-out controls (and instructions) Apple has come up with in awhile.