How did we get here, why do we need a sandbox for cross-site use cases. The short answer is the hegemony of marketeers and advertisers overwhelmed with varied degrees of hunger for user behavioral data towards their goals. The often unfair and extream measures is what has resulted in a proposal such as Privacy Sandbox for the Chrome browser.
The Privacy Sandbox is a series of proposals aimed at satisfying cross-site use cases without third-party cookies or other tracking mechanisms.
Apple has rolled out their own version of a sort with a similar end goal of protecting user and keeping consent sacred.