Yes, I don't understand why this is not handled on the browser level. Back then in the 90s browsers asked the user for every web page that wanted to store a cookie. The situation we have now is not much worse.
But now every web page (at least in the EU) makes some kind of ugly popover and many of them try to convince you to accept all tracking with some kind of dark patterns of UI design.
I don't understand why we won't stop all this nonsense and build this stuff into web browsers as opt-in or opt-out (let the user decide) and therefore ensure that the UI is always the same without any dark patterns.