1. The kinds of cookies I'm willing to accept (e.g. strictly necessary). For example, `X-Prefer-Cookies: strictly-necessary` or `X-Prefer-Cookies: all`.
2. The fact that I don't, and probably never will, care about your newsletter. (If your content really interests me, I'll find a way through your UI to subscribe.) For example: `X-Offer-Newsletter: no`, or `X-Offer-Newsletter: yes`.
If you wanted to facilitate more general UX preference indications from the client side, you could potentially come up with a scheme like `X-UX-Preferences: strictly-necessary-cookies; no-newsletters`.
This way I can set these preferences once in my browser and be done with your annoying cookie selection and newsletter popups (if your site honours those headers, of course).
I think that, if most websites honoured those headers, it might just fix 80% of what I personally feel is wrong with the modern web. (The other 20% I think involves completely eradicating online advertising-driven business models from the face of the planet, which I think is quite a bit harder to achieve than this.)
EDIT: grammar
You are looking at this from the perspective of the user (not customer). Since you are not paying for any of this content you are not the customer.
It is trivial for sites to improve the UX (emphasis on U) but the site is optimising for CX (customer experience). Given that C pays the bills, not U, C wins.
Sites don't need headers to do the things you want. They don't do those things because they feel they improve _your_ life. They do them because ultimately they need things like advertising to pay the bills.