Those banners are the perfect example of malicious compliance! The data collecting companies did their best to barely comply but in the most annoying way. Just to point out, that it is the GDPRs/EUs fault your internet browsing experience got so much worse!
I highly recommend at least using the content blocker uBlock Origin!
More info at privacyguides.org (alt domain).
User guide explaining the blocking modes.
In addition to donating directly, fellow video games enjoyer can support the EFF by just buying games at humble bundle store and choosing EFF as the supported charity.