Suggested Sites functionality must be disallowed.
This policy setting controls the Suggested Sites feature, which recommends sites based on the user's browsing activity. Suggested Sites reports a user's browsing history to Microsoft to store and monitor user page activity to suggest sites the user might want to visit. If you enable this policy setting, the user will not be prompted to enable the Suggested Sites and the user's browsing activities will be sent and stored online to produce suggestions. If you disable this policy setting, the entry points and functionality associated with this feature will be disabled.
How this relates to the STIG checklist: STIG vs SCAP benchmark.