Privacy-First is not the same as compliant with GDPR. You will find many tools being privacy focused, but not necessarily compliant. But that aside, there is a matter of consent.

So if you want to skip the so-called Cookie Banner, you have to assure that:

1. you have a legitimate interest,

2. no data leaves adequate country/jurisdiction (until recently that meant no US data transfer),

3. privacy policy documents exactly what happens with the data,

4. ... and a few other points.

Cookie Banner is just a common term for consent.

https://wideangle.co/blog/what-is-consent-under-gdpr