Yes. Sure, but they do so to provide some functionality the user actually wants. And if he does, you can ask him. When she's signing up would be the perfect time. Another checkbox you have to click. Annoying enough, but no big problem.

Sure, other (non-sign-up) functionality might also need cookies (changing font size, switching themes, the small things) and you might not want to annoy the user with stupid checkboxes for those kinds of stuff, but other than that?

I still don’t see the big scandal.