This is a part of an ongoing war between the EU defending privacy and the ad industry defending their shady interests.
EU law doesn't require websites to put a cookie wall to all visitors. Most of websites don't need cookies at all except for tracking or user login, so if they were to respect the do-not-track, they wouldn't need a wall at all for do-not-track users, so 90% of websites shouldn't be displaying it.
But the ad industry hates that, and forces that cookie wall down of our throats in order to make EU look bad. And ad-free regular websites usually do the same because they want to use Google Analytics to get free user stats.
What we need is for the EU to make do-not-track compliance mandatory, and make cookie consent something that can only asked at the precise time when it is needed (e.g. your fist login).