Thanks @sytech for the correct answer.

Gitlab 14.10 changed the config format for coverage reports: https://docs.gitlab.com/ee/ci/yaml/artifacts_reports.html#artifactsreportscoverage_report

This worked for me:

  artifacts:
    when: always
    reports:
      junit: junit.xml
      coverage_report:
        coverage_format: cobertura
        path: packages/*/coverage/cobertura-coverage.xml

You should see them in the Tests tab on the Pipelines :

https://gitlab.com/{group}/{project}/-/pipelines/{pipeline_id}/test_report

Example :

You also have access to the report on the Merge Request if you have one open :

To see the coverage you need to configure the coverage keyword in the job :

coverage:
  script:
    - mvn clean install surefire-report:report
  image: maven:3.9.9-sapmachine-23
  stage: coverage
  coverage: /Total.*?([0-9]{1,3})%/
  artifacts:
    [...]

This will tell to Gitlab the regex to use to get the coverage based on your coverage tool, here Jacoco. Based on the documentation :

After a pipeline runs successfully, you can view code coverage results in:

• Merge request widget: See the coverage percentage and changes compared to the target branch.

• Merge request widget showing code coverage percentage

• Merge request diff: Review which lines are covered by tests. Available with Cobertura and JaCoCo reports. Pipeline jobs: Monitor coverage results for individual jobs.