A few further thoughts.
1. https://www.i-dont-care-about-cookies.eu/ has an Adblock Plus list that removes these types of warnings. However, it is based on modifying the contents of the site, not on intercepting resource requests. As explained at https://www.stoutner.com/privacy-browser/blocklists/, Privacy Browser's implementation of the Adblock Plus syntax ignores these entries.
2. Beginning with the 4.x series and Privacy WebView, it would become possible to implement these. But I am not sure I will do so because the effort required to maintain a rolling fork of WebView with these changes could be significant and there also would be a runtime performance hit that might or might not be significant.
3. These types of cookie warnings are annoying, and I would like to get rid of them. Most major websites do not display these warnings for me, which means that either they detect I am not in the EU based on my IP address or they are able to comply with the EU cookie law without having to be so annoying. If browsing the internet with JavaScript and cookies disabled becomes the norm, I am sure these websites could be persuaded to do something less intrusive.