If you want to have a Remember me checkbox (=writing a cookie with a session id), you'll have to get the user autorization. It effectively protects from nothing, it justs makes more popups in everyones life (yay!).
I think we are living in an era where there is a huge knowledge and perception gap with the people making the laws (At least in Europe). Hopefully this gap will narrow in the next 10-20 years, and things will be shapen more correctly in the future.