In theory is the law applies as well. In practice I've never seen it mentioned on a website.

https://en.wikipedia.org/wiki/Directive_on_Privacy_and_Elect...

"The article is technology neutral, not naming any specific technological means which may be used to store data, but applies to any information that a website causes to stored in a user's browser. This reflects the EU legislator’s desire to leave the regime of the directive open to future technological developments."