Privacy/Cookies Law Not Complainant

I’ve noted in Site Health the following error in regards to WordFence & Wordfence login security plugins

Not all plugins have declared to follow Consent API guidelines. Please contact the developer.

Consent API comes recommended by Google. So I’m wondering if you plan to comply and allow visitors to deny your cookies. Or is that required for security somehow? I’ll admit I don’t know everything about security, but being as cookies can be modified on the users end, unlike sessions, do you really need to insist on them being used to browse and secure the website?