Which is easier - to modify and monitor billions of different sites, or to create a framework and obligations on the side of browsers to handle it?
Something like requiring all browsers to start with cookies disabled, and mandating exactly how those users who do consent to tracking can be tracked (up to minute technical details), would do wonders if the goal is to actually improve privacy instead of just making it easy for Google and Facebook to continue doing what they do, while making life harder for millions of small companies and increasing bureucratic load while doing it.