TL;DR yes, yes you do; the sites have to ask for explicit content, and that's the patterns they use to give you (or, the EU) what you/they want (fine-grained control over what they can use your data for). In practice, it's not something people care about because they just want to get to the content and don't care about the cost. The EU / GDPR and internet rights activists care for your sake.

Of course, these fine grained access controls are also a dark pattern, make it annoying and look difficult just so you consent. There's even a few out there that take a minute with a spinner going "Please wait, storing your preferences..." even if just hitting "accept" is instant. As is "cancel". Dark patterns.