denisl - 9:55 am on May 24, 2012 (gmt 0)
My own figures for my main site over the last 2 days, 14,000 unique visitors and 28,000 page views, are that there were 47 page views on my cookie page (0.17%), and 36% of these exited the site (either directly or through the delete cookie page I guess).
And this is with what I think is a very prominent link to the cookie page.
I'm quite happy with those figures. Like you sid, I believe visitors will come to see this as a sign of a professional site.