I've never had a problem before logging in when using Chrome Incognito. Now I keep getting a Permission not granted message every time I try. I prefer to use Incognito mode to avoid cookies building up and ads flashing all the time.
Some site is probably detecting your incognito mode and insisting that you must reveal yourself. You can go yell at them, but it is probably screaming at the wind.
If you are blocking third party cookies you'll need to add an exception for https://purch.auth0.com. That's not the error message I'd expect for this issue but it's probably a good idea to rule out the easy things first.