I notice this problem was reported back in 2019, and it has not been addressed.
The problem is, in Shields Preferences, when “Block Fingerprinting” and “Tracker & ads blocking” are set to the maximum protection, when you Clear Browsing Data, those settings get reset to normal default.
I fully realise that in the “Clear Browsing Data” tab, you can untick the “Site and Shield Settings”. But even doing this in both the “Advanced” and “On Exit” tabs, it does not stop these from being reset to normal default.
Please, this problem was reported back in 2019, and has not been addressed.