I'm giving this a go but it might be a situation where it just breaks too many things. I realize it gives you the power to fix things up relatively easily, but over half the sites I've visited so far have required changes.
Good question. I haven't found a way around, so I've stopped visiting. Presumably one day they'll get a kicking from a GDPR regulator - but they have bigger fish to fry at the moment.
I've never dared to click past the second dialog for fear that I'll opt in to something by mistake.