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GDPR modals that aren't really modals

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From: JR Accessibility
Date: May 31, 2018 1:57PM

With the advent of GDPR (the General Data Protection Regulation), almost
every website has some type of modal style box or banner that appears and
tells you that the site uses cookies and that you should activate a button
to accept the cookie and continue.

Except the GDPR warning is not really a modal, because you can still access
the rest of the content on the page. In other words, focus is not being
locked within the modal the way the ARIA authoring practices for Dialog
(Modal) <https://www.w3.org/TR/wai-aria-practices/#dialog_modal> recommend.

Is this approach confusing to sighted keyboard-only users? Is this approach
confusing to non-sighted screen reader users?

When using your screen reader, suppose you bypass the "accept cookies"
button and browse into the page. Later, how do you get back to the GDPR
quasi-modal once you decide you do want to accept cookies?