When you use other people's instances dependent search engines can't get
your IP address or any useful tracking information about you.
Although thats not really true, if you are using some of the other Searx
search types, like images and video. Searching for images will make you
download image from other search engines and this can be used to track you by
Google, Bing and others.
You can use the RequestPolicy Continued add-on to protect against a site
connecting you to 3rd party sites. There are other similar add-ons too, like
uMatrix, but I haven't used it.
