I find them to be pretty much as useful as the ubiquitous Proposition 65 warnings (ubiquitous to California, that is) placed in almost every business. Similar to the prop 65 signs that tell me living in the modern world exposes me to certain chemicals that carry a non-zero risk of harm, these GDPR/cookie notices essentially say using the web will expose me to cookies and such... in both cases, I already knew it and the downsides seem to be worth all the upsides.

Having said that, Prop 65 warnings usually sit quietly on some wall or paper somewhere, annoying only the business owners that have to print/place them, whereas the GDPR/cookie warnings thrust themselves in my face every damn time I visit a complying website in a new session. Very annoying in a way Prop 65 warnings are not.