It was. That was the original design, to ask the user for each site. Then people downloaded browsers that did not ask them ... and browser developers switched it off by default.
Not for each site, for each HTTP request. So if you loaded a page with ten inline images Netscape would ask you eleven times if you wanted to accept cookies, unless you said "yes" at some point, and then it would stop asking you for that site.
The main motivator there is actually Google Chrome's abysmal tab management and navigation, as it is all but impossible to clear out tabs in a reasonable manner.
On Firefox, with Tree-Style Tabs, the problem still exists, though it is less severe.
There's still ample opportunity for tracking, unfortunately. I consider both Chrome and Android to be actively user-hostile and privacy-hostile, for what I hope are evident and well-founded reasons. Google's advertising motiviation is powerful.