If you are testing on localhost and you have no control of the response headers, you can disable it with a chrome flag.
Visit the url and disable it: chrome://flags/#same-site-by-default-cookies
I need to disable it because Chrome Canary just started enforcing this rule as of approximately V 82.0.4078.2 and now it's not setting these cookies.
Note: I only turn this flag on in Chrome Canary that I use for development. It's best not to turn the flag on for everyday Chrome browsing for the same reasons that google is introducing it.