For every domain that wants to create cookies, I should be prompted by the browser (like I allow camera access) if I authorize it to do so, we can even imagine that each domain would have cookies purpose information ('mydomain.com/cookies_policy') in JSON that the browser is able to present to the user (describing each cookie of the domain). Then the browser would be responsible to never create cookies that I rejected.
The main advantage would be that in incognito mode I would not have to repeat myself 10 times a day.