set cookie on parent domain but from sub-domain website

When I visit a sub-domain website ex: https://sub2.example.com, from a browser console I can set a cookie for parent domain.

document.cookie = "nameCookie=HelloWorld; domain=.example.com;"

as per Cookie RFC this works! and this cookie should be available to all sub-domains. ex:

• https://example.com
• https://sub2.example.com
• https://xxx.example.com

But my problem, this concept is not working on some websites.

for ex:

• Go to https://square.github.io/

• open browser console

  document.cookie = "nameCookie=HelloWorld; domain=.github.io;"
  console.log(document.cookie)
  

check that nameCookie is not available.

Why it is not working here? any Http header/rule setup on those websites?