Most browsers can do this[1] (it is called "Do Not Track), but many websites will not use this information, because they want you to consent to them tracking you so they will just ask you in a pop up (Cookie Banner). While on the one hand this seems like companies trying to extract the most amount of money out of your website visit on the other hand this setting isn't on a website basis and you might want one website to track what you do while you don't want another to do so, which isn't possible with this setting so far. Furthermore a website might want to give you the option to choose between only necessary cookies, cookies that improve your user experience and tracking cookies arguing that the do not track request doesn't make it clear weather you only want the necessary cookies or also cookies improving your user experience that aren't strictly necessary but don't track you.

[1] how to enable this feature in chrome: https://support.google.com/chrome/answer/2790761?hl=en&co=GE...