The 'best' part is that the only way to remember the fact that the warning was shown (and not display it any more) is to use a cookie or something functionally

The 'best' part is that the only way to remember the fact that the warning was shown (and not display it any more) is to use a cookie or something functionally equivalent to one.[0] So instead of empowering people who wish to protect their privacy, these warnings push people even further to keep cookies enabled. [0] Storing it server-side, per IP address, is obviously impractical.