Fix thirdParty setting for first party request

Some first party requests has no site_for_cookies yet, and thus returns
an empty string. The logic matches that of StaticCookiePolicy.

Change-Id: I10caf978dc410639cd21fc2aa01eb2bf6dc67c1f
Fixes: QTBUG-71393
Reviewed-by: Jüri Valdmann <juri.valdmann@qt.io>