Currently, all browsers implement this policy, and the same origin policy is the cornerstone of browser security.The purpose of the same origin policy is to ensure the security of user information and prevent malicious websites from stealing data.
Obviously, If other websites can read the cookies of WEBSITE A, and if a Cookie contains privacy of users (such as the amount of money deposited), this information will be disclosed.
What's more, cookies are often used to save the user's login status. If the user does not log out, other websites can pretend to be the user and do whatever they want. Because browsers also specify that submitting forms is not subject to the same origin policy.
Therefore, the same origin policy is necessary, otherwise cookies can be shared and the Internet is not safe at all.