For example, the European Parliament website uses third-party cookies for analytics and for Web streaming. Yes, they can run the whole stack themselves. It is also a) more work and b) not how most of the industry works.
The European Parliament with the resources of the EU, finds it expeditious to use 3P cookies and just display a cookie banner. How reasonable is it to expect sites with fewer resources to do similar interesting things on the Web without also falling afoul of the EU law?