The only reason you find this annoying is because of malicious compliance by the companies behind the sites.
The amount of time and money the sites put down into designing the user interface to trick you into clicking "Accept all" is impressive.
All it would have taken would have been a default setting in your browser like "all cookies", "let me choose" and "only necessary".
But hey, then the sites wouldn't be able to trick you into accepting being tracked, now would they?
