It could have come through in an emergency update or as part of a UI update which don't always happen through a whole program update, and it's also not mentioned in any of the recent Beta threads. The reason I'm certain it's pretty new is because I was in the Core Shields setting area not more than a week ago and didn't see it then.
If it's not checked by default I guess that means it's either not super important or an experimental feature that they don't think should be turned on yet by novice users who are unlikely to check settings any way (Malwarebytes does this from time to time), but then that would raise the question as to why it's in there to begin with?
EDIT: Regarding your EDIT about alerts related to non-Browser connections (Usually svchost.exe), those were still already being blocked by the Web Shield. If this is referring to that, why would they uncheck it?