Those cookies aren't set by XenForo, so the software has no control over if or when they get set. There are plenty of browser plugins your members could install to manage this across every site they visit if it is such a large concern for them.
Could the share buttons be hidden on forum view? If you want to share, then you click the title for it to load. The share buttons then animate like a drop-down or have it as a share overlay like it is with every post.
Wouldn't this also speed up page load times on the front page as it doesn't have to fetch the share buttons?
What I would love to see a one click option in the Preferences page that would completely disable all social share buttons. That way when I visit a site like XenForo.com I have the option to disable all share buttons.