They've changed their cookie consent provider (or rolled their own) since my comment. Probably just a happy coincidence, but well done Coursera in any case for fixing a pretty egregious breach of regulations.
The other good news in the meantime is that the EU (who originally mandated cookie consent) has finally woken up to the ridiculousness of leaving it up to the site, and will require browsers to enforce it instead.
I can opt out of all of them. The only third party cookie I can't is a cloudfront one for crsf.