Just to make people aware who may not be, you can block a lot of cookie banners and other annoyances that are not blocked in uBlock Origin by default by enabling more specific filter lists in the extension options.
In the "filter lists" tab, I would recommended enabling the "Fanboy's Annoyance" list. It's a huge list that focuses on removing various annoying, recurring website components, and it's created by the maintainer of Easylist (uBlock Origin's primary filter list).
The downside, of course, is that this may in theory break some additional % of websites, but this has not been an issue in my experience.
If a website fails to work if you don't click though the cookie banner, it's probably illegal in the EU. They cannot collect the covered data until you consent, but they also can't stop the website working if you don't. And if you didn't actively click the button, you can't have consented, and you definitely didn't consent if you deliberately hid the button.
In the "filter lists" tab, I would recommended enabling the "Fanboy's Annoyance" list. It's a huge list that focuses on removing various annoying, recurring website components, and it's created by the maintainer of Easylist (uBlock Origin's primary filter list).
The downside, of course, is that this may in theory break some additional % of websites, but this has not been an issue in my experience.