"Prevent cross-site tracking" re-enables itself

I recently switched from Google Chrome to Safari on my MacBook Pro. On Safari, I noticed that websites wouldn't keep me signed in like they would on Chrome. I searched up the issue and found that this was because "prevent cross-site tracking" was enabled. I disabled it and I was finally automatically signed in. However, when I quit Safari and re-opened it, "prevent cross-site tracking" re-enabled itself. This has been going on for a few weeks now. I'll disable it but then it re-enables itself every time I restart the app. Is this a bug or am I doing something wrong?

P.S. I made the switch from Chrome to Safari a week before the Big Sur update was released. I hoped the update would fix this issue, but it did not.