Wireshark does not see local traffic when running as normal user

I am running some HTTP requests between a local Firefox and both local and remote web servers.

I capture traffic with Wireshark using the interface any.

• When running Wireshark as my normal user, I don't see the traffic between the local Firefox and local web server (I see other packets, though).
• When running Wireshark as root (don't try this at home), I see all traffic.

What is causing this problem?
How to see all traffic, including local, while running Wireshark as my normal user?

Notes:

• I am using any in both cases.
• My normal user is a member of the wireshark group.

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