But there is a significant difference between a don't-show-message cookie and a we-know-everything-about-you cookie.
Is there?. If the cookie is persistent (survives browser close) then it just contains a big random number that might uniquely identify you. This big random number is a key to the server side database that stores everything-we-know-about-you, including the bit about you having seen the message. You have no way of knowing if that is all they are tracking.
What are people supposed to do? No politician is going to get elected on the platform of allowing an R18+ category or doing away with censorship.
I suspect these guys hope you are wrong about that.
Computer Science is merely the post-Turing decline in formal systems theory.