Privacy is about giving people the freedom to choose how their personal information is distributed. Sounds like they are respecting your privacy.
That's one take, and I won't argue that it's an unreasonable one.
That said, if you asked me to describe the UX patterns I might expect to find on a privacy-respecting website, interrupting me to ask me for personal information probably wouldn't be on that list. I probably also wouldn't have expected to see the third-party tracking pixels from Cloudflare, Datadog, and Google, etc.
That's okay. It's not egregious, it's just a bit odd, like if you were reading Apache documentation on a site served by IIS.