No it's not. Nowhere in the ePrivacy Directive do they specify anything about first- vs third-party data.
> the Working Party considers that first party analytics cookies are not likely to create a privacy risk when they are strictly limited to first party aggregated statistical purposes and when they are used by websites that already provide clear information about these cookies in their privacy policy as well as adequate privacy safeguards.
[0] Section 4.3 of https://ec.europa.eu/justice/article-29/documentation/opinio...