Because it's a 3rd party, it cannot be non-compliant?
Seems like it's 1 extra click to disallow compared to allow, so yeah, non-compliant. Should be exactly as easy to say yes as saying no. In this case it's not.
It's their choice to chose that banner, and their choice to configure it this way. Most third-party banners are non-compliant, including this one. Which they should know, given that they advertise GDPR compliance for their main product.
The banner should have a Reject All option, preferably as default action.