Ever since sites started doing this, StackExchange has been the one constant thorn in my side. "We'll only ask you once" and yet that popup has appeared every single time I have visited the site, and I'm there quite frequently for programming questions. Other sites like StackOverflow were able to store a cookie containing my selected preferences, but SE seems to ignore my selection and I finally gave up even trying to click on the banner years ago.
Funny thing is, I checked them again after reading this article, and suddenly there is no cookie banner on the page. Hopefully they finally got it fixed and this isn't just some temporary fluke.