Cookies and Stats
The web dosent really work without cookies.
They are used on the main site as a way to track visitors to help deliver them the right content.
Cookies are used in the forum to create a session so you can stay in the forum long enough to read and reply.
The analytic cookies are third party ones from Statcounter which is an external data collection service.
Somewhere on the site there is some kind of external service to sign up for a newsletter. The service probably uses some kind of stats or cookies. If you really want to know more you can email and i will find out what they use.
There is a service here to manage cookies. First thing it does is starts setting cookies.
Even a site that the government setup to warn people about cookies and how to deal with cookies was setting cookies without asking permission. If you are worried about cookies you just should leave the internet. You can read about cookies here if you have plenty of time on your hands.