This is a rare event: somebody is actually improving my privacy and I don't have do do anything. Nice!
Apple is introducing intelligent tracking prevention technology in upcoming Safari 11. They're pretty radical in their cookie blocking, they're "deleting even first-party cookies if it's been more than 30 days since you interacted with the website that set the cookie". Naturally corporations depending on tracking you don't much like that, but Apple's response is: Tough luck, privacy comes first. So, it's natural that advertisers don't want you to use Safari or know how to make their tracking harder.
Safari 8, 9 and 10 will block 3rd party cookies as default. You can opt out of that, but it's just ridiculous. I strongly advice against that. Nobody really needs 3rd party cookies, they are never up to no good. Couple years back a Swedish web shop I frequently purchased movies from changed their on-line payment vendor and they actually used 3rd party cookies for the payment transaction. I took a pause over 2 years before doing business with them again. Their current payment system works correctly.
Firefox allows 3rd party cookies, but there is a setting:
Same thing with Chrome, it allows 3rd party cookies, but you can disable it from well hidden setting:
What's really cool with Safari 11, that they'll move tracking protection to the next level. There is a "special" treatment for well-known 1st party cookies too. This is top notch stuff and it outperforms most add-ons and extensions. Really nice!