How do you quantify "more"? If you mean "by length of blocklist", is the number of rules a good metric to evaluate a filter list? In years of using the built-in "EasyList Cookie" list, I've:

1. Never seen a cookie div.

2. Never been bitten by incorrect / false-positivey / over-zealous rules.

Everything else being equal, more options is good, but I don't see any reason to switch from Easylist Cookies, which I know is well-maintained, benefits from the Easylist umbrella, and has lots of users (since it's offered by default in uBlock Origin).