Yes, apparently you're not allowed to not allow the "unclassified" category. Apparently it was really hard to classify "ads.twitter" as marketing, so it remains unclassified and therefore you can't opt-out.

Except you can, because there's a greyed out but functional "necessary cookies only" button, but only after clicking customise.

At some point there needs to be a reckoning for companies that take the piss like this.

You're not powerless here. Install uBlock Origin and enable its Annoyances filters. It gets rid of a lot of this crap.

The Kill Sticky bookmarklet can also help snag ones that uBlock Origin misses. https://www.smokingonabike.com/2024/01/20/take-back-your-web...