Yeah, the user experience of "just wipe cookies on browser exit" is a lot better than "have a million prompts all over zillions of sites".
However, regarding "every single damn time"...some sites can have their "do you want cookies" popup just blocked by the Firefox I still don't care about cookies addon. It's not a solution for every site out there, but it'll get a lot of them.
It's also possible to use another extension, Behind the Overlay on some sites. This does require a click, so manual action, but it tries to identify "pop-over" content that covers up the browser window and remove it with that click. It's really intended as a more-general solution to "pop-over" stuff, but cookie pop-ups often take this form and can be dismissed.

You can pamper your cat however you want, but your cat is not going to die if they don't have someone portioning out food five times a day.