I didn't read the whole thing but I believe the kratos stance is that this can be solved separately.
afaik, if using a proxy such as oathkeeper this is possible if the cookies are set on both domains accordingly. So basically a custom flow could be that after signin you're bounced around and things are set on your browser making it possible to be identifiable on two or more domains. This apparently is how google / youtube is handling it. More on the ory stance here:
https://github.com/ory/kratos/issues/662