This is understandable, though it shows a lack of legal understanding which could be worrying from a legal team, as there was a lot of scare-mongering when cookie-and-other-tracking legislation was a significant talking point.
Also, largely due to the same anti-anti-tracking voices making spurious claims of what would happen, some put the warning up not because they think they need to, but to avoid having to argue that they don't need to if a complaint is made.