That violates EU law and you can absolutely get a fine for this behaviour. As a digital service offerer you can ask the user for permission to track non-essential information about the user, but your service should work the same, without regard for if that user says yes or no.

If this service is hell bent on raping your privacy, they will have to limit their offerings to mostly those living in dictatorships and immature democracies.

You can just hit the back button and use the website without it popping up again. I refused but they're probably still assigning cookies after I hit the back button.

I'm surprised browsers don't offer something like Docker so that each site is isolated to its own virtual environment.

I wonder if their business model is tracking and marketing.