Yes, apparently you're not allowed to not allow the "unclassified" category. Apparently it was really hard to classify "ads.twitter" as marketing, so it remains unclassified and therefore you can't opt-out.

Except you can, because there's a greyed out but functional "necessary cookies only" button, but only after clicking customise.

At some point there needs to be a reckoning for companies that take the piss like this.