This annoys me to no end. If I visit a website just once and never plan on going there again, I don't want data staying on the device. It's ridiculous that cookie data requires individual deletion. Takes forever and it should all delete with one selection.
I think it's broken to be honest. If you select to remove all data, cookies, and cache and it doesn't work then it's broken. Same with the remove all selection in the advanced menu. It doesn't work or take a few tries.