Site (piano.io) which cannot be blocked from tracking?

When visiting a Swiss newspaper website I cannot block cookies/site data from an embedded page. When I try to do so I the site is permitted again after reloading the page.

  1. Go to https://nzz.ch/ and inspect the cookies and site data: with my settings there are three from the page domain, plus a section called “Data from embedded sites” which shows data from piano.io
  2. I disallow piano.io to store data, the appropriate text appears underneath the domain name.
  3. I click on “Done” and “Reload”, and the embedded site is back in business, happily being allowed to store data again, my setting is entirely ignored.

Expected result: If I disallow a website (also “embedded”) to store data on my device, then this should be honored by the Brave browser, and not immediately be reset to allow this domain again.

Brave Version( check About Brave): Version 1.75.178 Chromium: 133.0.6943.98 (Official Build) (64-bit)

Additional Information: Funnily, when surfing to piano.io directly the site is actually blocked from storing data.