AFAIK like ra says and cookie policies could be always also configured via about:config by the user in case that he wants to change something or missed to give correct answer to popup he mentioned
888 You probably need: network.cookie.cookieBehavior with value 3
and: Network.cookie.p3p with value of maybe dddddddd
further info can be googled via keywords and found via:
http://kb.mozillazine.org/Network.cookie.p3p
I agree that a graphical interface would be nice - but IMHO has low priority.
Apart from that they increase the program volume and i do not know whether any here wants to spend time plus program volume for something that can be changed/set already.