Bank website says it can't store cookies.

I'm using Safari in Big Sur. I can't log into my bank website — it says "Cookies must be enabled." Safari menu > Preferences... > Privacy has Block all cookies unchecked. I have checked it and then unchecked it, and restarted Safari, but neither helped.

Other answers to similar questions have referred to options in Safari menu > Preferences... > Privacy that my Privacy popup doesn't show; it has only: Prevent cross-site tracking, Block all cookies, Manage website data, Allow websites to check …, and Allow privacy-preserving measurement ….

I'd like to allow my bank website to store cookies.