Often people have no idea what tracking is going on. e.g. if you embed YouTube then doubleclick is called, and they are being tracked for advertising. Some Analytics plugins my enable advertising features by default. You may not be using Google Ads, but you could still be sending them tracking data.
At the moment you report on the number of cookies. I used that to find high cookie pages and manually analyse them. That's how I found out that embedded YouTube videos add tracking.
It would be a unique service if Sitebulb could collect the cookies being added to each page (important that its rendered and including third party cookies). From that a site wide report on all cookies used with the ability to see what pages they are added to.
Bonus. Cookies could be categorised and that used to generate content for a privacy page.