Same here, it started appearing two days ago inside the theme customizer. Really annoying since it appears again and again on every change saved and it does not remember the preference selected.
Quick fix can be implemented following this, hope it helps: Shopify Cookiebar - cannot dismiss pernamently on localdev/customizer - #5 by ceri_waters
{%- if theme.role == "development" or request.design_mode -%}
{% style %}
#shopify-pc__banner { display:none!important; }
{% endstyle %}
{%- endif -%}