Cookie banners are designed to seek users’ consent to set cookies on their web browser for the collection and processing of their information. Literature has argued that cookie banners influence privacy decision making and do not facilitate meaningful consent. However, limited studies have been conducted to investigate how these consent mechanisms impact autonomy as experienced by the user. This paper reports a qualitative study to understand the user experience of giving consent through cookie banners (n = 25). We used a think-aloud protocol to observe participants’ interaction with cookie banners during a shopping task. Follow-up semi-structured interviews were conducted to understand the experience of this interaction. The data was inductively coded and thematically analyzed. The findings from the task showed that participants accepted cookies without paying attention, without interest, without deliberation, and due to a lack of choices. From the interview data, eight problematic design strategies were identified. These strategies undermine four aspects of user autonomy. In spite of this, several participants were unaffected by the fact that they were influenced into giving consent. We identified factors which contribute to this tolerance towards consent mechanisms. These findings can help understand the impact of cookie consent on user autonomy.