Safari and HBO Go website

I seem to have a problem staying logged into the HBO Go website using Safari. I have to reenter all my login info after I quite Safari so it's a real pain. I don't have this issue with any other website using Safari. Currently I have cookies setup to block third parties and advertisers and I haven't had a problem, but this website isn't playing nice. It will say logged in if I use Google Chrome however.

My guess is that Safari is treating HBO go like a third party/advertiser website, is there a work around for this to allow cookies from this site? The strange thing is that if I view all my cookies stored HBO go shows up.