I can't provide an answer but I can provide a little more info about my tests. I tried this in Microsoft Edge. They show up as blocked in that "Cookies in use"

I can't provide an answer but I can provide a little more info about my tests. I tried this in Microsoft Edge. They show up as blocked in that "Cookies in use" popup but when you open the inspector and go to the Application tab the cookies are there, not blocked. In Firefox's inspector in the Storage tab those domains don't show any cookies unless explicitly allowed.