I think you will find your answer in this forum post: https://forum.mendix.com/link/questions/101453
Please have a look at https://docs.mendix.com/developerportal/deploy/environments-details#iframe
This describes the steps needed to make sure your app is compatible with the new cookie requirements. Please note that the environment variable referred to (SAMESITE_COOKIE_PRE_MX812) should be set on the contained app, i.e. the app running inside the iframe.