I don't really see the problem with cookies. They make things easier to implement, they enable a ton of new businesses and they make things easier for the consumers.
Instead of "I don't really see the problem with X" I think you really meant "I think on the whole the benefits of X outweigh its downsides". Neither the article nor the OP has suggested getting rid of cookies. They're merely trying to broach the subject of re-examining the HTTP state mechanism to see if there are better ways to solve the problem.
To suggest that something is sub-optimal is not to necessarily suggest that its net effect is negative.
Besides, some people have the illusion that changing the cookies will give them privacy. Well, there are many other ways of following them around although a little less accurate.