Amazon Prime Video HDCP error using Dell monitor

[jatinmehta]

My setup is as follows:

• MacBook Pro (13-inch, 2017, Four Thunderbolt 3 Ports) running macOS Catalina
• Dell U2720Q monitor
  • This monitor supports HDCP (DP 1.4 - HDCP 1.4/HDCP 2.2 and HDMI 2.0 -HDCP 1.4/HDCP 2.2)
• Monitor is connected to MacBook Pro using CableMatters USB-C to DisplayPort Cable (www.cablematters.com)
• Browsers used: Latest versions of Google Chrome and Mozilla Firefox

I am running into HDCP error when playing movies on Amazon Prime Video (https://www.primevideo.com). Screenshot below:

I am getting same error when I use Belkin HDMI to HDMI cable (instead of above mentioned one). Is my system/os outdated or there is something else? Please help.