I wish the latest round of privacy restrictions (which I think are overall a decent idea) would take these use cases into account, or at least allow a mechanism to request the user's permission to use third party cookies for sites they trust.
Native apps have pretty robust permissioning systems. Why shouldn't websites?
(For context, these are some of the things we use at PayPal to build embeddable cross-domain components: https://medium.com/@bluepnume/introducing-paypals-open-sourc...)