You can fix that. I use an extension called "I don't care about cookies" that clicks "yes" to all cookies on all websites, and I use another extension* that doesn't allow any cookies to be set unless I whitelist the site, and I can do this finely even e.g. to the point where I accept a cookie from one page to get to the next page, then drop it, and drop the entire site from even that whitelist when I leave the page, setting this all with a couple of clicks.

* Sadly the second is unmaintained, and lets localStorage stuff through. There are other extensions that have to be called in (I still need to hide referers and other things anyway.) https://addons.mozilla.org/en-US/firefox/addon/forget_me_not.... I have the simultaneous desire to take the extension over or fork it, and the desire not to get more involved with the sinking ship which is Firefox. Especially with the way they treat extension developers.

https://addons.mozilla.org/en-US/firefox/addon/cookie-autode... does a similar thing.

I use the first of those extensions, its the cookie whitelist one that no longer works for me.