What sort of esoteric setup are you using though? You shouldn't get those messages unless you have a very tainted IP address or extremely old/not-normal browser configuration.
I do use firefox with third party cookies disabled + ublock origin, but thats on my desktop. I actually see the cloudflare popups more often on my latest-iOS iPhone in stock safari with whatever minimal tracking protection is built in. Not on a VPN, and not using iCloud public relay either. Its very frustrating.