It's a nag-box that appears every time someone visits a new website. Of course people are going to click it away as fast as possible. In the few cases you repeatedly visit a website one might want to reconsider, but by then it's out of mind due to not being shown after giving consent.

It is known that warnings and pop-ups that show up almost all the time yield diminishing returns. I think it was named "normalization of deviation" by some folks in a blog a while ago, and I believe that name fits. If you get warned about missing https all the time, or that something might be dangerous (even though it does precisely what you want it to do), it will loose its effect by the time you actually need it.

You can argue this is malicious compliance, but if you want it to go away it would probably be easier to go for banning tracking and personalized ads altogether. Eliminate the reason for this behavior, so to speak.