Storing IP addresses without user concent is a no-go in times of GDPR.
As of today, Mautic 2.14 does not provide this in the released version, but the code exists in https://github.com/mautic/mautic/pull/6121 and does the job.
Want to use this with Mautic 2.14? In our Mautic Downloads Section, you can find the code from above in "patch" format which can easily be applied to your existing installation.
Caveat: You may still find some rough edges, like "sometime anonymization does not seem to work" and "geolocation does not work with anonymized IPs". Expect those to be solved soon.