Igor Anicic

@... Maybe the zendesk team can explain it why setting cookies is needed, although I can't find any cookie being added/updated once I run this command.
Give it a try in the browser console and see if you can get some results.
I had exact same issue as you did, needed to hide/show the widget within specific routes, and this was the only thing that actually worked for me.

Here's the link where I got this info. 
If you disallow cookies, it will hide the chat. Once you re-enable them, the chat will appear again.
https://developer.zendesk.com/documentation/zendesk-sdks/sdks/web/sdk_api_reference/ 

@... and @... I have the same issue, and I managed to make it show/hide by calling these lines:

show:  window.zE('messenger:set', 'cookies', true);

hide:  window.zE('messenger:set', 'cookies', false);

Hope it helps!