It's also possible that there are no cookies detected on your PC. Are you using Google Chrome? We can confirm if there are any cookies on your Chrome browser by clicking on Customize and Control Google Chrome > More Tools > Clear browsing data. It should show you the required information under the label "Cookies and other site data".
Kindly also make sure that the "Temporary web browser files" is ticked on Trend Micro Settings > Security Health Checkup.
After that, you can manually trigger a manual scan on the Trend Micro program main console.