When visiting a wiki.gg website from the EU I'm seeing an "Allow essential cookies" button next to "Accept all". This seems compliant with the EU laws - the laws are against non-essential cookies only; same source as in grandparent comment:
> European law requires that all websites targeting European Union member states gain "informed consent" from users before storing non-essential cookies on their device.
But yes, this is not the case on fandom wikis - in practice these are not compliant.
It took EU enforcement eight years to enforce obvious violations of the law for a few companies. The illegal nags are still rampant.
And e.g. Meta (and many newspapers) already has a new obviously illegal tracking scheme with the "pay to not track".
The intended effect of GDPR would have been easily gotten with legally binding do-not-track and similar automated means. Very few people want to be tracked, but most of them are against their true consent.