This is caused by trying to access localStorage.setItem at the top of the script.
If I comment out the line: localStorage.setItem('example_project', 'D3: Tree Map');, the pen works fine.
I think that accessing the localStorage is not needed, and that line should be removed.
Alternatively, the line can be moved to the end of the script tag or wrapped in a try/catch block so that even if it fails then the rest of the script can execute properly.
If there is a GitHub repository where I can submit a PR then I will be happy to help.
Edit: localStorage the code is used to set the correct test to use, and it locks it so you can’t switch tests.
Having to edit all the Codepens to fix this seems like a lot of work considering blocking third-party cookies is known to break sites. It warns you right in the option (Chrome: “Some sites may not work properly.”).