Not a great first impression...
Correct me of I'm wrong, but you only need that box if you share cookie data with third parties, set third party cookies, or use cookies for non-primary business purposes (e.g. not just a session token for logged-in page authentication). So seeing any sort of a box like that indicates that you're going doing something nefarious and against the key differentiator of your product (privacy).
Also, the fact that there's no option to decline is a big giant red flag.