Not working as expected??

After setting up the plugin, I tested it. When the Home page first loaded, the Cookie Notice appeared. If I clicked upon Reject, I was sent to the Reject page I had created. Then I reloaded the site and started over. This time no Cookie Notice appeared and I had full access to the site even though I had never Accepted it. Is this right or is this a bug? Thanks.

The page I need help with: [log in to see the link]