Why block them? It's good that websites have to be more transparent with how they are tracking users.
It is however inconvenient for the websites. They could always stop using privacy-invading ad networks and external services which track users and then they wouldn't have to show any message.
Because I have better things to do with my time than click to close the message on every single website I visit.
If you actually read them then good luck to you. I think most people either a) don't care or b) install a global blocker to suit their particular privacy requirements.
EU citizens are under no obligation to support business models that have a negative effect (be it small or large) on their lives, nor are they obliged to make it technically convenient for companies to conduct their business.
There are many business models which do not come with moral dilemmas and that do not fall under the incidence of this law. Data mining and tracking might be trendy, but it's not a free for all, there need to be rules and the privacy of users must be respected. If some companies are unable to do fulfill these basic and fair requirements, that is strictly their problem.
It is however inconvenient for the websites. They could always stop using privacy-invading ad networks and external services which track users and then they wouldn't have to show any message.