I always opt out if given the option and if not given the option I click x and close the site. However, unfortunately, I have assumed that they are already tracking me when the pop-up hits. This kinda confirms that is true.
We have 'get tough on X, Y, Z' things that don't impact me at all. You can dial 911 if someone assaults you in the US, but I don't know of a single resource to get law enforcement involved when I am digitally assaulted. I think that is a big part of the problem here. Nobody is actually taking the call to enforce this stuff.