They most of the time shouldn't be "we're using cookies (and we've planted all of them without your consent, oops)" anyway, but consent managers.
But yeah, this could be handled in a more user friendly way, if there was a standard way to express the consent options (with the cookies and their functionalities) that the browsers could parse. Then the page could check if the browser handles it or if it has to fall back to what they're doing now.