Mattermost uses Cookies. The European data security laws require that the user is informed about cookies that are required for the website to work (e.g. session cookies).
Also, a user must agree to all other kinds of Cookies before they are set. Neither is done on the Mattermost Login page or when logged in. There is also no Admin option to change this.
Mattermost praises its GDPR compliance. This part is not compliant though.