Nothing is broken and nothing is wrong with your phone. confcode keeps one small cookie, and without it every message would arrive from a stranger — including yours.
If you are in a private or incognito window, an extension is blocking storage, or this is a managed work profile, try an ordinary window first — that is usually all it takes.
What the cookie does. It holds a signed token saying which device you are. That is the whole of it.
It carries no name, no PIN and nothing that identifies you as a person, it is never shared with anyone, and it is gone when the conference closes. It is not for advertising or analytics — there are none here.