The other two are trickier to judge, but contain (user?) identifiers, which could certainly be used for tracking, so I'll have to concede your point.
Edit: I had to recheck some of the sites I'd previously checked, as your examples helped me realize that my browser does a lot of blocking. It turns out that just one of my examples was actually a good one: https://finlex.fi/en/
Edit2: Found others: https://www.suomi.fi/frontpage and https://vnk.fi/en/frontpage
Both actually do set cookies, but apparently nothing requiring consent.
I think the default is that most people, professionals included, don't understand the law and throw in the banner-spam to be on the safe side or because of outdated checklists.
I have zero problem with (edit: first-party) cookies, only with the web being a horrible UX for 95% of people, so hope more official websites can lead the way, so that pop-ups can slowly be de-normalized in peoples minds.
Edit:
Nice find. Also:
https://oikeusministerio.fi/en/frontpage
Can they inform Denmark?
https://european-union.europa.eu/
https://www.sundhed.dk/
https://www.securite-sociale.fr/
4 out of 4 in my case. May I ask which ones you checked, I'm genuinely curious, cause I really don't remember seeing any official website in the EU without cookie banner in many years.