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Something I noticed on a few websites, including stackoverflow, is that they leave tracking settings up to a different website, which still lets that external party know what websites a user has been seeing, and this can be maliciously abused.
I realize this might have been mentioned before, but I didn't see any similar posts in a quick search.
I do not know whether the authorities keep an eye on these sites. But I wouldn't count on it.
IMO the law to have these cookie notifications was made by people who wanted to do something about privacy. But did not understand the tech, they where writing a law for. There is localstorage which basically works like a cookie or much more advanced ways like scripts, which may track ppl. And there exists no law (that i am aware of) to make users aware of these things...