Oauth and SAML use callbacks, not cookies.
https://support.okta.com/help/s/article/FAQ-How-Blocking-Thi...
Instead, I think we're going to recognize that this is too broad to be secured and either come up with ways to scope it down (e.g. requiring the third-party to have some sort of opt-in prompt) or that entire market category replaced with browser-controlled alternatives, which isn't great for companies other than Apple, Google, and maybe Microsoft but does have the appeal of not trusting an entity which the user isn't already trusting.