This is why I use a script blocker to block the scripts from marketing domains. From what I have been able to see the cookies aren't written because the code that writes it is not allowed to execute. It also stops script injections and other malware payloads that require extra-domain linkages to scripts.
I hace been using noscript for like 15 years now. In my experience, it comes down to recognizing what is a required and superfluous or privacy invading 3rd party. Some websites can take me a while to get working, but I have had very few which I cannot figure out.
