Hi. At first I was puzzled by the file selector box. I thought I should tell where Safari App is located because the auto locate failed. Then I realized that all Apps are gray (disabled). Then I discovered that the "Allow" button was grayed out, too and I can't click it. Maybe since I am not an admin user for security. It should ask for an admin password as well as allow all that stuff in a script included in an installation package. Users should not be bothered by this.
After I realized that the file selector box only asks for permissions (why not display an allow/disallow button) and I can't advance I clicked on cancel. The other ones popped up and I allowed everything.
Cookies are deleted by quitting Safari so far.