if you press "reject all" then it doesn't even have permission to save the fact that you're rejecting all as it would need a cookie to do that, therefore the fact that you've rejected all isn't saved, and so next time you access the site it looks for but doesn't find the cookie and so asks you by showing the pop-up, etc etc).
That's not how these things are supposed to work.
Reject All is supposed to be for optional cookies - not those that are required for core functionality to work. Remembering cookie settings is a core function, as is a bunch of other things on most website - many of which would completely fail to work correctly if cookies were completely disabled.
On the other hand, just clicking the
X button isn't rejecting anything - it's saying "I'm too busy to look at this, ask me again later" - it doesn't set a preference either way on whether you accept or reject anything.
The way to remove your consent, and store that setting, with these particular Google consent windows is to press the
Manage Options button, then
Confirm Choices. If you also want to remove permission for the advertisers to use your data for their "Legitimate Interest" then you will need to manually de-select those options before clicking Confirm. There is no
Reject All option provided by Google.