We had an involved discussion with our lawyers (as expected! ), and here is their summary response:
Cookie banners are required in the EU when a website or mobile app uses cookies for analytics/performance or tracking (marketing). The Streamlit services do not use such cookies.
That said, each website is different, and rules are subject to interpretation. So if you’re really concerned about it, you could add a privacy policy note on your site, or contact a lawyer for personalized advice.