Microsoft Edge allows to keep cookies for specific sites when you close the browser

As it says on https://techdows.com/2020/03/microsoft-edge-lets-you-keep-specific-cookies-when-you-close-browser.html

But when I clear the history of Edge ( not the cookies) it deletes the Allow list. Anyone having the same issue?
Here are my settings below. Also, I wish there was an Export/Import tool for URLs.