It's delightfully refreshing to see an entire screen covered in website content, where step 1 isn't to find a tiny "x" button on a popup.
It's not that they don't set cookies - they do. So what does Apple know/do that everyone else doesn't? And can I follow whatever they're doing when building my own site?
What the banners are for is that the GDPR requires permission to set tracking (advertiser) cookies, not that any banner text actually honestly tells you that this is the real reason why it exists and is asking your permission to set cookies.
Perhaps Apple has no tracking (advertiser) cookies being set, and therefore they have no need for a "cookie banner".