I can protect my privacy myself if I want to, the EU is not helping at all because there are just dark patterns everywhere to make not accepting cookies difficult or inconvenient.
One reason the EU did this is to bring to light the tracking habits of websites and give some power to the user. Much like Apple did with their do not track me button on IPhone. A lot of people opted to not be tracked but before just didn’t have the option or were oblivious to being tracked to begin with. And trust me being as secretive as possible for tracking is by design. It’s scary the amount of info a website can get from your browser.
Perhaps, rather than shrugging one's shoulders and saying "well, to hell with you, I've got mine," there are other things we as a functioning society can do. Like standardize how these cookie prompts must be displayed (small, inobtrusive) and standardize a set of accepted behaviors when the user ignores or closes it (reject all non-required).