Instead of asking for each site, just allow first-party cookies and delete them by default when the last tab of that domain is closed. The user should be able to favorite cookies to keep indefinitely, with the rest being cleared on a user-defined schedule (onTabClose, 1 hour, 24 hours, 1 week, etc). There was a free Safari extension called Safari Cookies that handled the favoriting but it stopped working several years ago. https://sweetpproductions.com/safaricookies/index.htm

I'm surprised this isn't a standard feature built into browsers. Seems like it would be obvious to have a level of granularity between accept all first-party cookies and accept none.

Edit: to clarify, I don't think setting cookies is the issue (and not worth the UX hassle to ask everytime); the issue is storing the cookies for longer than the interaction persists. To me, it's analogous to someone remembering who you are during a conversation vs adding you to their rolodex and storing that info indefinitely.