What's an example of this?
Another example is you're signed into website A, and while on website B, iframes to website A behave in such a way that you're not signed in, and you cannot sign in.
This is because the download is from googleusercontent.com while your browser remains at drive.google.com the whole time - and to download private files, googleusercontent.com expects you to have a login cookie. If you block third-party cookies the download gets stuck in a redirect loop, sending you to get a cookie over and over again.
Google is aware of this but hasn't fixed it.