I don't think that's right, I remember joking about cookie banners in the late 00s. Since GDPR they now have buttons and categories though, whereas previously we never had a choice, just a notice that cookies were in use.
There were banner shaped popovers in the 00s, but to my memory they weren't for cookies. Any chance you're a European? We may have been visiting different slices of the internet in that period.
Ah yeah, that could be the difference between us. The only difference GDPR really made here is companies went from a single "Confirm" button to dozens of complicationed options plus an opt out.