If you start allowing or denying websites to send you notifications, Apple does need to store your choice in order to deal with future requests of those websites in accordance with your choice. You should be able to remove websites in Safari’s settings in the Websites section and there under Notifications (How to Turn Off Safari Website Notifications | Digital Trends - have a look at the Screenshot over there - Step 2): select the website, click on remove.
If you do not want to be bothered with those questions you need to choose Stop seeing requests for permission to send you notifications in Safari as described in the aforementioned support article.