Still not working on Joomla 3.9.6

Do you are speaking about this module: www.smartaddons.com/joomla-extensions/free-extensions/sj-popup-free-joomla-module
please refer: www.smartaddons.com/documentation/sj-popup/

Yes, I know this guide.
I have everything set the same.
Set time start popup: 0
Set cookie: 1

You mentioned you are using Chrome - if Chrome is configured to "Continue where you left off" at startup, session cookies might not be deleted when the tab closed and browser is restarted.
I can verify that the cookie is deleted when the browser is closed when I choose "Open the New Tab page".
In short, it appears that you might not be able to rely on the Chrome or Firefox to guarantee deleting a session cookie.