Summary

After adding Atlas for Jira Cloud to your project and Integrating it successfully by logging into Atlas, Jira cloud still shows "Looks like either you aren't logged in or you haven't used Atlas before"

Environment

Jira cloud

Cause

This is due to cross-site cookies disabled on your browser, Since the Atlas site URL is different compared to Jira cloud the data cookies are not shared 

Solution

Enable cross-site/Third-party Cookies cookies on your browser.

Few references:

Clear, allow & manage cookies in Chrome

Brave: Cross-site cookie blocking breaks sites

Third-party cookies and Firefox tracking protection