If you look into the Firefox or Chrome inspector tools, you may notice some files as blocked '-gdprlock' and not reachable when cookies are not accepted or declined.

If you choose to block also third-party cookies, all matched resources from specified domains will be locked until a user consent the global cookie usage or the usage of a specific cookie category.

This feature ensures to block all cookies from third-party domains in an effective way. However you may want to not block certain domains on your website, for example not to lose styles, CSS, fonts, Google Fonts, etc.
The easiest way to avoid this side effect, is to change the blocking mode to 'Advanced' and remove the tag 'link' from the list of blocked tags: