I very nearly started the exact same post as you, OP - I've been finding this infuriating too and it's made me reconsider whether I bother coming on to MN a number of times. Once was annoying enough, but when it asks you again every time, it defeats the object of 'having a quick look at MN'.
I do the same as you do - if I'm looking for info on something and their opt-out pop-up is needlessly complicated or time-consuming, I just close the page down and look for another one instead.
I hate the way they have the vendor preferences and then also the 'legitimate interest' section. Presumably, they're hoping you'll think you've opted out of all, but you've missed half of it. Even the vendor preferences are annoying - who is going to deliberately choose to opt out of one ad company they've never heard of but in to another?
I understand that free websites need advertising to fund them and have no problem with that - I realise it's part of the deal; but I strongly object to the digital equivalent of somebody going through my post or my bins and deciding on sending me what they think (invariably wrongly) I'll like, based on that.
Amazon keep inviting me to let them stalk me across the entire web and constantly suggest products I should buy based on everything I browse. Incredibly, they're actually suggesting this as a helpful thing for me - and I'm guessing there must be people who genuinely sign up for this?!?!
What infuriates me the most of all is the phrase 'your privacy is important to us', as if they're trying to do the best by you rather than trying to capitalise on your online naivete and sneaking in by the back door. To me, it's the same as your handbag being important to a mugger or your bank account being important to a scammer. For all of them, the 'your' bit is a fully 'negotiable' and temporary factor.