If you think privacy is enhanced by all these cookie warnings (when YOU can control / clear etc your cookies) you are probably mistaken.
If Zoom goes to full E2E encrypted chat (this means on-boarding is FAR more complicated than clicking a totally simple URL with some digits) they will likely loose a lot of their market. If they go to E2E encrypted chat and block users from downloading their own chat, even more market share lost.
But the issue here is not your nonsensical digression into cookie warnings. It is: Zoom's docs & UI are confusing ordinary, mass users into inadvertently revealing private chats. Zoom should fix that.
I believe a simple baseline fix would be: offer 2 downloads, one clearly marked/named as "shared transcript - what all participants saw", another clearly marked/named as "personal transcript - what you saw".
Somewhat ironic for someone taking so much care to maintain an anonymous 'thoraway' account to give so little weight to other users' desire for robust privacy, that doesn't collapse via confusing docs/interfaces & transient accidents.