Import Web is not working for accessing another site in SPFX

[Hub-GHS]

Type of issue

The below code works fine on lists in the same site collection, but not on lists in a different site collection

Using the below in package.json

"@pnp/common": "1.3.3",
"@pnp/logging" :"1.3.3",

"@pnp/odata":"1.3.3",

"@pnp/sp":"1.3.3"

---

import { sp, Web } from '@pnp/sp';

const targetSiteCollectionUrl = "https://anothersitecollectionURL";

const web = new Web(targetSiteCollectionUrl);

sp.setup({
sp: {
baseUrl: targetSiteCollectionUrl,
},
});

let listItems = await web.lists.getByTitle("TeamInfo").items.get();

console.log(listItems.length);

---

My environment

Windows 10 64-bit
Node Version v10.24.1
NPM Version - 6.14.2
yo - 3.1.1