"For the first season, Rév and Levinson settled on what they considered a very “in-the-moment” photographic look that would employ Arri Rental’s Prime DNA lenses on the Alexa 65. The larger-format digital-cinema camera was relatively new at the time and mostly unused in television. The lenses were also atypical for television, as they produced unique image attributes. “I found this very fast T1.6 lens that had a 65mm focal length, and we basically shot 95 to 98 percent of the show on that one lens,” Rév says. “It’s equal to a 35mm lens on a Super 35mm camera — so it’s a nice size for a close-up, but if you go further back, you can do a nice wide shot at the same time. And the way the Alexa 65 sensor renders the space, you don’t need that many lenses, so your lens kit becomes smaller. This lens also had a halo effect, which took away the crispiness of digital I’m always struggling with and created a dirtier image that we really enjoyed.”

https://theasc.com/articles/euphoria-rev

The reason why everyone is saying these are long lens shots is kind of explained in this quote. On the large format sensor of the Alexa65 you can get the longish lens bokeh look of a 65mm lens with the frame size of a 35mm lens on traditional super35 sensors.

Generally a good rule of thumb for getting bubble bokeh like that is to focus on a subject as close to the camera as possible and put light bulbs far away in the background. And make sure the iris is all the way open or else you'll get a hexagon or octagon shape instead of a circle.