Many websites legally need opt-in permission to put (and use) a tracking cookie, so unless the user intentionally chooses to do opt in, they're not legally permitted to do so even if the internet technologies enable them to make it happen.
There are many things that are technically easily possible, but prohibited unless certain nontechnical conditions are met. Tracking cookies is one of them.
Opening a browser doesn't constitute freely opting in to your specific use of data; at most it constitutes not opting out, but that's not legally sufficient.
IMO, you do this when you open the browser. Why does every website need to explain how the internet works?