Cookie banner are called cookie banners because they‘re most frequently associated with the opt in for tracking cookies, but this kind of opt in is required for any kind of third party involvement that goes beyond technical necessity.
Your browser has no way to tell what third party present on the site is a technical necessity and which one isn‘t. So you‘d have to tell it - making it part of the site providers problem as well. But this time its worse, because responsibilities are mixed between the site operator and the third party.