Nobody is setting any cookie. You know these services are cookieless instead use their ip+salt+time hash they send from client. Problem with server side metrics (why google analytics became so popular) is first it generates lots of noise visits from bots. But more importantly its often not possible to implement them because the hosting is handled by unable/unwilling third party.

I will not jump the gun just yet. We will keep being in this gray zone until i see the authorities have problems with approach of matomo/plausible. I have seen the opposite. If they did we would remove the analytics entirely because there is nothing worse than cookie banner which instantly annoys users and puts you on level with any other mainstream site that does fingerprinted tracking.