Unfortunately we have to suffer for a long time before regulation follows, if ever.
Then regulation follows and we get cookie banners sometimes.
In the meantime, don't buy esims. Nothing but drawbacks.
The root cause of the cookie banner problem was implementing third-party cookies in the first place. Regulation is like violence; in both that if it doesn't work you just need more, and that if you needed to resort to it you've already fucked up.
We can't wind the clock back and give Netscape a slap, or stop the operators from introducing SIM-lock on handsets. The next best thing is to fix it now, and yeah, sometimes the wheels have to turn slowly.
What else do you propose we do? Refuse to use mobile data? (Actually, doesn't seem like the worst idea.)