Even if you use cookies legally without the cookie warning, there would still be the risk of getting a cease&desist or even a lawsuit from someone who does not

Even if you use cookies legally without the cookie warning, there would still be the risk of getting a cease&desist or even a lawsuit from someone who does not understand the distinction and/or uses automated tools to find violating sites. At least in Germany, sending such cease&desists is a lucrative business for many lawyers and organizations.