I’m having the same issue and its happening on Chrome and on the Shopify iPhone app. It doesn’t happen every single time and sometimes the Enable Cookies popup quickly flashes and disappears.
I tried it with an almost boilerplate project from the Shopify CLI version 2.0.1 and it still happens. I have an example of the code with a video here: https://github.com/eddy-reynoso/cookies-popup-error
Everything I’ve tried hasn’t worked: installing a new app, clearing cookies, clearing cache, signing out/signing in, killing ngrok, restarting my machine, etc.
My app was rejected for this and I can’t figure out a way to find and remove these cookies.