Secure web browsing provides effective protection against people snooping on, or modifying, the data between you and the server hosting the site you are browsing. If set up at the server end correctly it also provides a measure of certainty that the site is who they claim to be.
As secure browsing only protects the connection between you and 'the other end', the other end knows exactly what you're doing and looking at anyway.
The cookie rules are intended to address a rather different problem; that of sites (usually advertisers) tracking you over time and building up a picture of the kinds of sites you visit with a view to targetting adverts at you that they think you are more likely to respond to.
Unfortunately it's rather harder to prevent the tracking than it is to protect your connection from unauthorised snoopers. I've seen it written that the EU are looking at tightening the existing rules further with a view to reducing the inconvenience of those annoying cookie preference pages, many of which use layouts designed to trick you into agreeing with something you wouldn't otherwise have done.
Hopefully they will be further restricted from ramming advertising and tracking at us so relentlessly, but we'll see. In the meantime there are great browser add-ons such as uBlock Origin which do a great job of holding the trackers and averts at bay where they are not wanted.