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Cookies *are* enabled, you daffy box of scrap metal! What I have blocked are *cross-site* cookies!
Why do you need me to save and send cookies to every random corner of the Web *except* the one I'm trying to read, just to prove my humanity to a bot? Why, especially, when the site you're blocking *doesn't* need cross-site cookies.
It's because Anubis is gatekeeping an old website, and I followed a link from HTTPS that domain to HTTP (no S) that same domain.