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This behaviour seems related to auth0-spa-js/FAQ.md at master · auth0/auth0-spa-js · GitHub
The problem is Web Cryptography API requires a secure origin. As you can see, for some browsers (not all of them, but Chrome is probably the most notorious), you are not following at least one of the patterns mentioned in the documentation above. This means that for Chrome, you are not running your application from a secure origin. There’s a good conversation on this here: https://github.com/w3c/webcrypto/issues/28 and also here: 25972 – Please require a secure origin