Firefox cookie delete exceptions and cross-site cookies (question)

I set up Firefox for deleting cookies when the session is closed, as recommended by privacyguides and arkenfox. I add sites for which I want to keep the login to the exceptions. I noticed that, by doing so, I also allow the site for using cross-site cookies (see screenshot: https://imgur.com/a/mkQptyc). However, I would like to keep blocking cross-site cookies, I just need the site's cookies to keep the login. Am I doing something wrong? I'm afraid that I'm bypassing total cookie protection.

EDIT: apparently it's a known issue (https://github.com/arkenfox/user.js/issues/1448 the "needs jesus" label is not reassuring) causing sanitizing exceptions to also allow third parties.