I've just tried clicking the 'More Options' button in Firefox on a Windows 7 PC. As you say, O_G, it doesn't do anything.
The change seems to have since last night when I could get to a list of all the companies that supply ads to AB, together with an invitation to expand each entry to see the purposes which they used information for - which also didn't work!
Many websites make it a condition of accessing the site that users agree to accept cookies and there's absolutely no reason why AB shouldn't simply join them. However it seems a bit naughty of them when they try to pretend that there's an alternative available!