The law isn't about cookies - it's about obtaining consent to process personal data.

You need to ask permission to track people and to do other things with their personal data.

Cookies are one method to do that, but any other method (like local storage or storing session state in a URL parameter) also counts.

Hence, it is not possible to have a system where a browser can tell a site what kinds of processing the user thinks are OK, as it would be too complicated.