Yeah. GDPR should have been implemented as a mandatory part of HTML or even HTTP that interacts with a builtin browser feature.

Well, it kind of is. The Do Not Track header has recently seen a court win in Germany (source):

It turned out that the judge agreed with vzbv, ruling that the social media giant is no longer allowed to warn users it doesn’t respect DNT signals. That’s because, under GDPR, the right to opt out of web tracking and data collection can also be exercised using automated procedures.

And it is basically the same in California too Source

GPC is a valid do-not-sell-my-personal-information signal according to the California Consumer Privacy Act (CCPA), which stipulates that websites are legally required to respect a signal sent by users who want to opt-out of having their personal data sold.