The Cookie Banner can make your CLS values look worse - but it doesn't have to. Cumulative Layout Shift measures shifts that are unexpected and thus worsen the user experience. However, a cookie banner is not unexpected. A user visiting a new page should also expect that he/she will be shown a Consent banner to confirm cookie settings. Nevertheless, when designing the banner, you must make sure that it overlays the content and, at best, covers it instead of moving it.