Not quite, no.
Some sites do offer that selectivity, but it's not mandatory and often not practical. Most sites offering user choice limit the options to 'All' or 'Essential Only'. The cookies used on the SOS site are 'Essential Only' anyway (but see below).
The UK equivalent to the EU law is detailed in the Privacy and Electronic Communications Regulations, but they both essentially require the same things.
1. Detailing what cookies are set on using the site, and what they are used for. The page I linked previously does all that, and is accessible from the cyan Cookie strap.
2. Tell site visitors how the website uses cookies. The blue bar does that in brief, with more information on the linked page.
3. Obtain visitors consent, and give them some control. The blue bar does that, with the control options being to consent or not...
Specifically, the wording on the Cyan Cookie bar explains that the SOS site uses cookies and gives two user options. The obvious one is, Okay, I Agree, and the alternative is to click on the underlined section in the text that says, No, Give Me More Info...
That takes you to the linked page:
https://www.soundonsound.com/informatio ... e-security
In the opening paragraphs of that page, it states: Under EU law we are obliged to disclose to all site users information about the use of cookies used on our web site.
It goes on to explain each of the cookies, what they are used for, and how to disable/remove them individually, if desired. It also explains that doing so significantly impairs the workings of the site and thus degrades the user experience.