When you install this add-on you have to grant it permission to access Amazon sites. That is an obvious requirement, as without access rights it would be unable to embed the price histories on product pages.

In case your browser is set to block 3rd party cookies you have to add an exception for Keepa.com so that the Keepa Box (the iframe embedded on Amazon which contains the price history) has access to its own cookies/storage, as otherwise it could not access any settings or, if you registered an account, your session.