I was wondering the same, I found this info.

I have that list enabled, the pop-ups still hang around. I don’t care about cookies tends to catch them. I don’t know why there’s a difference.

I used uMatrix for many years, that is until it was retired. Raymond Hill no longer maintains/updates the addon and the github was archived in July 2021. There are some forks but none appear to be in active development. Just be aware the version of uMatrix on addons.mozilla.org is now 2 years old and may not be blocking everything it claims to be.