Hey Matsuai,
You can add cookies/pop-ups by adding code to the headers in your Studio. I recommend doing this if you need to include opt-in agreements. I linked a help post thread that explains how to do that.
Regarding Privacy policies, while we don’t fully support adding these, there are several simple workarounds. If you’re hosting a custom domain via something like CloudFlare, you can add extra static pages. The other workaround for the moment is to simply add a link in the Home page that links to a plain text page or file. This is quite popular.
Regarding other privacy concerns, if you’re unhappy with the current system you are welcome to request a refund. It would be quite understandable.