This Page Was Prevented from Setting Cookies Chrome

In Chrome, if I navigate to our hosted webapp I see that icon in address bar

strange icon here

with message "this page was prevented from setting cookies chrome"

The result is that some functionality of the webapp that should use cookies, like login to Identity Provider, does not work anymore.

What could be the cause of prevention and how can I fix it? the app is a Next.js app hosted in Azure and there are not configurations or settings that could block cookies.

Thanks

I never see that icon and I don't find any information about it googling. In other browsers there is not such a icon, but the site is broken anyway