I think Firefox comes with a pre-defined list of "Social media trackers", "Cryptominers", "Fingerprinters" domains so that's cross-site cookies. https://support.mozilla.org/en-US/kb/enhanced-tracking-prote...
It's confusing wording regardless. Doesn't help that on the help page https://support.mozilla.org/en-US/kb/firefox-options-prefere... they call it web cookies.