This is the most expensive misunderstanding in Medicare, and it is an entirely reasonable one. You leave a job at 66, elect COBRA, and assume you are covered and can deal with Medicare when COBRA runs out.
COBRA does not count as active employer coverage for the Part B Special Enrollment Period. The eight month clock started when your employment ended, not when COBRA ends. People discover this after the window has closed, and by then the only route is the General Enrollment Period with coverage starting July 1 and a penalty attached.
What to do: before electing COBRA at 65 or older, find out how it interacts with your Part B timing. One phone call.