i don't think its a problem that people don't let you use the site if you don't opt-in. thats a design choice, not a fault or problem or bad implementation. just a show of that they would really really like to track you. if you don't want to be tracked, then it's a clear indicator to avoid such site in the future.
I wholeheartedly agree on your point though, that if i reject 'A' on one site, it could be assumed by the browser i'd like to reject 'A' on the next site. Perhaps the same kind of block could occur like they do with faulty ssl settings, just stating that you blocked 'A' on some site ,and this site is using the same, with a button to proceed if you accept that fact.