Because the EU knows that you don't need cookies or client cooperation to track people as there is enough information the client sends (and has to send for functional purposes - think IP address, user-agent, browser fingerprint) to reidentify it down the line even without a persistent identifier.

If you think clearing cookies will defuse industrial-scale spyware from the likes of Facebook, Google or the various data brokers:

1) Don't waste your time clearing them; modern browsers already heavily restrict third-party cookie access and clear them on their own

2) I have a bridge to sell you