This issue occurs on a device running iOS 18.7.1. I cannot replicate the issue on two other devices running iPadOS 18.7.1.
Except for Wordle, any attempt to access the web versions of the New York Times games results in the screen shown below.

I tuned off all Content Blockers, except for the built-in custom filter “reddit.com##.promotedlink”, and changed “Ads and Tracking Protection” from Full to Basic. The only resulting difference was the screen appeared after a delay of 1-2 seconds.
I can access all of the pages without issue on the same device using
- Safari (with all five Wipr2 extensions active)
- DuckDuckGo (with protections on)
- Vivaldi (with multiple blockers active)
- Quiche (with the blocker enabled)
The web pages to load without the screen above.
Orion 1.3.30 (1) (WebKit 8621.4.1.10.1)
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