I do not have any login function it's a simple get API https://snapmed.no/
it is complaining as no cookies I added Httpcookiemanager but still, I am facing the same issue!
If you're doing the very first request my expectation is that you're not supposed to send any request cookies because JMeter always opens the web pages as "clean" user without any cookies, cache, etc.
This happens also with the web browsers
What HTTP Cookie Manager does is extracting the cookies from the server's Set-Cookie response header
On subsequent requests if there is a match of domain/path/etc. JMeter adds the relevant cookie(s) as Cookie request header.
For single simple HTTP request I wouldn't expect any outgoing cookies. If you need to impersonate a returning user with some cookies - you can add them manually.
More information: