ASP.NET Core 2 Cookie Auth not working with JWT + OIDC (AzureAD v2 app registration)

Question

I have the following setup for my application:

services
    .AddAuthentication(options =>
    {
        options.DefaultScheme = CookieAuthenticationDefaults.AuthenticationScheme;
        options.DefaultAuthenticateScheme = CookieAuthenticationDefaults.AuthenticationScheme;
        options.DefaultForbidScheme = JwtBearerDefaults.AuthenticationScheme;
        options.DefaultChallengeScheme = OpenIdConnectDefaults.AuthenticationScheme;
        options.DefaultSignInScheme = CookieAuthenticationDefaults.AuthenticationScheme;
    })
    .AddOpenIdConnect(options =>
    {
        options.ClientId = Configuration["ClientId"];
        options.Authority = $"https://login.microsoftonline.com/{Configuration["TenantId"]}";
        options.ClientSecret = Configuration["ClientSecret"];
    })
    .AddJwtBearer(options =>
    {
        options.Audience = Configuration["ClientId"];
        options.Authority = $"https://login.microsoftonline.com/{Configuration["TenantId"]}";
    })
    .AddCookie();

services.AddAuthorization();

OIDC and JWT work just fine. Calls from clients using JWT tokens get authenticated. When making browser calls without token user gets redirected to AzureAD auth portal; comes back to the 'signin-oidc' endpoint; OIDC, by using the specified SignInScheme, places the cookie values in the response and gets redirected to the URL that generated challenge.

After redirection I can inspect the Cookies in the request and I can find the .AspNetCore.Cookies values in the request, but no authentication is happening for these requests. They get redirected back to the AzureAD portal for authentication.

Any ideas?