Why Do Google.com and YouTube.com Cookies Not Get Deleted When Closing Edge ?

Question

I have the following setting on in my Edge Browser (notice how difficult they try to make doing what I am doing !!! All these non-intuitive choices and GUI interactions you need to make)...

Top Right (3 dots) ...

Settings

Cookies and Sight Permissions

Manage and Delete Cookies and Site Data

In the Clear On Exit Box click the link "Clear Browsing Data on Close"

Then I can see "Choose what to clear every time you close the browser" and I have selected "Cookies and Other Site Data"

Now when I shut down the Edge browser (and make sure it can not run in the background), all the cookies from all sessions are removed ie deleted (this is correct behaviour unless explicit exceptions for websites are added to the execptions list - which I dont do).

Funnily enough msn.com, microsoft.com, bing.com, live.com can never be removed automatically either, but fair enough Edge is an MS application (although Electron is written by Google), but why is it that youtube.com and google.com cookies are never removed ?

There should be a note on the option to wipe all data on browser close thats says

"Using this option to delete all site and browser cookies when Egde closes will NOT deleted any Microsoft or Google spyware, this is what we are doing, and there is nothing you can do about it"

At least then it would be honest.

To see what I mean follow this path of buttons/options in Edge to check ...

Browser Top Right (3 dots) ...

Settings

Cookies and Sight Permissions

Manage and Delete Cookies and Site Data

See All Cookies and Site Data

See my screenshot above, it shows

bing.com

google.com

live.com

microsoft.com

microsoftonline.com

msn.com

youtube.com