I actually tend to try and work with them. With this article as well, I tried to change my data settings instead of just leaving. But I gave up after following the 7th link without encountering a single setting, just more links to follow.
Without these overlays, they violate the GDPR.
With these overlays, they violate the GDPR and annoy their users.
If I can't reject this nonsense within 3 clicks I'll leave the site.