Exactly. I use the "I don't care about cookies" extension, which rejects most cookies automatically without me having to see the popups. But even accepting cookies is fine - I'll be closing my browser soon anyway and they'll be gone.
Sure, your browser cookie will be gone. But you have already allowed the server-side identifiers of your session to be used for whatever purpose, including reconstituting increasingly larger parts of your identity over multiple disconnected sessions. Please don't make the mistake of thinking that clearing your cookies afterwards is the same as rejecting all server-side processing.
They'll have my IP and browser fingerprint. Using Firefox mobile narrows me down to 1-2% of the world, but also lets me run ad blockers and noscript, to block some of the more troublesome trackers.
It's all tradeoffs...