I’m not saying this is a perfect system. It’s not. But it’s an attempt the problem you describe.
That’s so stupid, why not just take your OWN cookie and use it in the backend to send to all these resources, proxying through your own server or having a CNAME for theirs under your domain?
The CNAME practice is becoming more and more common. See https://blog.apnic.net/2020/08/04/characterizing-cname-cloak... or https://medium.com/nextdns/cname-cloaking-the-dangerous-disg... or https://www.laquadrature.net/2020/10/05/le-deguisement-des-t...
I think proxying or doing it server side only will be implemented later when these people will be forced to hide to save their shitty business model.
It is similar to a CNAME record but instead of storing the domain name you want to map to it pulls the A record and puts that IP as your A record.