Yes, there's a banner at the top that says "this site uses cookies" blah blah, but if cookies are blocked, a silent error to console without any notice to the user makes the site look broken. only as a nerdy dev willing to open up the console to see what might be causing the screen to not work would see this. a normal user would just think the thing is broken and move on. then again, a normal user would allow cookies without question, so there's that. that still does not mean the UX of a site should cause the user to think it is the site that is broken rather than the user's setup causing the site from performing
Edit: just to add that this is a real shame, as just watching the intro it is obvious that there has been a significant amount of effort put into this, and I really thought it was pretty clever. Enough so that I might allow my browser to leave lock down mode to continue checking it out