I think they're saying that a lot of sites use cookies instead of the web storage api to store the option on the dialog, meaning that even if the dialogue are opt-in, they won't work unless the user enables cookies.

Basically a fundamental misunderstanding of the difference between cookies and local storage on the part of the web developers of many sites; i.e. cookies are sent with every request, whereas localstorage isn't and these sites should be storing the option to not use cookies in the localstorage instead of cookies, and I think I'm repeating myself because I haven't had my coffee after taking a nap, but that's neither here nor there or anywhere.