The cookies banner in the EU, California and other countries is just a failure to address real issues. That solves nothing. I have seen FB and Google able to track you despite cookies blocked with Adblock/script block, including PiHole. Just the other day, I was getting some visa info to visit friends in the USA next year and later opened FB and immediately saw ads related to visas and immigration ad from a legal firm. With or Without cookies, these companies have developed tech to track everyone.
The only thing is you don't see ads or banners with these extensions, but somehow they track you using advanced fingerprinting for sure.