Hi Daman and Aman – Thanks to both of you for the responses.
Based on your response, I was able to ask the WPengine (our host) to update their caching settings and also to whitelist the cookie for xlutm_ so that the plugin can work as intended. It does now.
As plugin developers, we appreciate such plugins that make our lives easier. I’ve left you a 5-star review as this is a wonderful plugin.
I wish it could do the same for Contact forms, but I see that may be upcoming. Cheers and keep up the good work.
Thanks!