Your beef is misplaced, madam/sir. EU does not mandate any website to store on your computer cookies that require consent. The companies (and individuals, hah) that choose to track you, do so of their own volition.
As an EU citizen, I am actually somewhat delighted that our legislation that attempts to improve privacy is being successfully exported. But similarly to how I find the US exporting their legislation quite loathsome---at least at times---I understand your beef.
It's hard to dynamically figure out if you're an EU citizen or not via the browser. Hence, websites play it "safe" by showing it to pretty much the whole world.
They can't really export it, it's just most big companies have a presence in the EU and don't want to risk it. Plenty of other websites just blacklisted EU IP address space.
As an EU citizen, I am actually somewhat delighted that our legislation that attempts to improve privacy is being successfully exported. But similarly to how I find the US exporting their legislation quite loathsome---at least at times---I understand your beef.