Do they not remember your decision? Most sites I visit never have them and if they do, only need to select it once.
A rejected cookie preference could be stored client side in local storage and depending on that value you could decide whether to show the cookie prompt.
Source: https://eur-lex.europa.eu/LexUriServ/LexUriServ.do?uri=CELEX...
However, the ICO has suggested that saying "I refuse to allow any cookies on my computer" could be taken as implied consent to allow a cookie stating such.
Many common practices are against some particularly pedantic interpretations of the law. Nobody cares, because following the law to the letter would not be in anyone's interests. If an obnoxious asshole decides to really push the issue, and they are not laughed out of court because the judge is an equally obnoxious asshole, the practice may be found technically illegal. There will likely be no consequences, because it was done in good faith with everyone's best interests in mind.
However, the ruling may force the government to change the letter of the law, wasting a lot of time and money that could have been spent for other purposes. All because of some particularly evil asshole.
You can of course try living your life like that, but you'll likely find that it becomes effectively impossible to do anything.
Some are really bad - Admiral requires me to either accept all (hundreds of cookies) or press one link, open a form, then accept a default selection. Some also present me with a confirmation popup. Some I have to stare at for a moment to see where is the puzzle to solve - where is that button.
If security conscious it would be recommended to also use disposable VMs for browser sessions like with Qubes OS. Otherwise, with persistence like you describe, it's crazy to me that one bad click could so easily compromise you forever