Same domain not change the last time utm_referral_returned cookie value

it will be stored only from a referral source outside this website

Or you can set manually utm_source/medium... for save it over same website

Output of first time suorce `utm_referral`

Output of last time source `utm_referral_returned`

Used decodeURIComponent(...) for decode cookie content

See also the dev console output F12 or Ctrl+Maiusc+J