It's just a mobile browser (or scanner) looking for /.well-known/dnt-policy, kind of how some look for browserconfig.xml.
The file itself is a privacy policy for the do-not-track feature sent by some browsers. If you don't have one, that site you indicated gives you a template that you can use. The policy is for you to list what you collect and how it's used.
UBB.threads stores IP addresses, we can use this data to ensure that if your account is hacked we can see a different "last login" ip address vs those posts that could have been made by someone else. We do not share or otherwise use said data, but if your community does make use of that data (such as for statistics), you'd display it in your sites privacy policy.
That page covers it all though, just read further down:
Why would a domain post this policy?
A domain operator may choose to post this policy because it wants to meet best-practices privacy standards, and comply with user opt-outs from tracking. It may also comply because it wants to signal to privacy protection software (like Privacy Badger, Disconnect, or AdBlock) that it respects Do Not Track, so that its third-party embeds are less likely to be blocked.
In the former case a site may post the policy on most or all of the subdomains that it operates; in the latter case it is more likely to be posted on domains intended for third-party embedding only.
