They are annoying precisely because they do comply and require explicit opt-in into tracking. In other words, they ask you to make your choice as the first interaction.
By default, they collect nothing - and immediately show the form. You are not punished for opting out and can continue the same way as those opting in.
But everybody is annoyed by being asked. Regulators perhaps expected this to be some setting hidden somewhere, but that’s so incompatible with free content business models that it was clear that won’t happen. This is the compliant consequence.