In HTML it is easy to pass data to subordinate HTML-page. If an HTML-page wants to return data to a calling HTML-page, it must use cookies. Not all problems are solvable without returning values.

Remark:
Cookies are realized with files on the local filesystem. It is possible to realize cookies with a database: ncookies.tgz (GPL 3.0) Then cookies are stored and managed on the server.

When you start a WEB-page, usually a dialog appears, in which you can configure the use of cookies. In the EU there are guidelines for this. Here in Germany the "Telekommunikations-Telemedien-Datenschutz-Gesetz" (TTDSG) and the "Datenschutz Grundverordnung" (DSGVO) are applied.

Think for yourself:
If it were possible to get along without cookies, then the HMTl-developers would do that and just leave this dialogs.

I think you get fooled.