It was not magento that was able to do so, it were the browsers that did not prevent this that strictly 10 years ago…
Cross domain cookies are a security issue the way you ask for. Your site would need to access cookies and session data from your browser stored from another domain. Your browser does not know they are a multisite. It sees no connection between them and prevents it. Guess what happens, when e.g. Firefox would start sending your session data stored by facebook.com or gmail.com to evil.hacker.com just because it asks for them ??
