MTU discovery doesn't necessarily mean that it's going to enable or disable packet fragmentation - it means that it's going to use path MTU discovery to adjust MTU sizes for a path to avoid fragmentation.
Don't mess with these settings unless you have a very good reason to do so, and you fully understand the changes that you're making; MTU discovery is a very good thing.
IP_PMTUDISC_WANT
lets the setting be specifically defined on each route; in practice, it's essentially the same as IP_PMTUDISC_DO
.
IP_PMTUDISC_PROBE
is just for if you want to be able to send packets larger than the observed path MTU; this is probably not useful to you.