This is a nice little resource. One positive about cookies that may be missing (but is admittedly a bit of an edge case) is that they're your only option for storing auth/bearer tokens across subdomains if that's a use case you need to support (e.g. a dashboard that stays auth'd across language specific subdomains - de.example.com, es.example.com, etc). As far as I know, being able to store the token against the apex .example.com is something you can really only do with cookies (when it comes to default web storage options).
This is really worth mentioning.
The list should include IndexedDB. It’s not part of Web Storage API but it’s still a “Web storage”.