cookie_flags were not set to SameSite=None;Secure. Changing that solved my issue. In the (Google Analytics) Cookie tracking code replace:
gtag('config', 'OUR_GA_ID');
by gtag('config', 'OUR_GA_ID', {cookie_flags: 'SameSite=None;Secure'});
Google Analytics ID has been replaced below by OUR_GA_ID