icloud.com advanced data protection not alerting trusted devices for access?

I have Advanced Data Protection turned on for my iCloud account, along with Access iCloud Data on the Web.

When I login to iCloud.com from a trusted (e.g. my MacBook Pro) and try to access one of the protected apps (Notes, for example), iCloud.com will send a notification to my trusted devices (the one I'm on and my phone, for example).

If I login to iCloud.com from any other device (e.g. my Windows PC) and try to access one of the protected apps, iCloud.com shows the "Your device is giving iCloud.com temporary access to display your data." message briefly, then switches to "Your device hasn’t given access to display your data. Check that it is on and connected to the internet." without notifying any of my trusted devices (which are powered on and connected to the internet).

Any ideas why this might be happening and how to fix it?