This is the expected behaviour and one you can eventually expect to see in Chrome too.
Safari will also exhibit similar behaviour due to ITP restrictions. You should find that disabling Enhanced Tracking Protection in Firefox leads to the cookie behaving as expected but this enabled by default.
These browser based changes are designed to protect user privacy and prevent third party tracking. We’ll likely see all Chromium based browsers adopting the same behaviour too soon (such as the case with Brave).
Due to these changes,
You’d be better placed to ensure your collector is running on a first party domain. i.e. if your site is www.example.com then your collector could be on sp.example.com or similar.
This means that the cookie which the collector sets is not restricted by ITP and similar as it behaves as a first party cookie. This sets the
network_userid in the atomic events table and should persist for up to 2 years based on your collector configuration.
For a bit more context on ITP in particular, you might find this blog post interesting: https://snowplowanalytics.com/blog/2019/12/16/how-itp-2.3-expands-on-itp-2.1-and-2.2-and-what-it-means-for-your-web-analytics/