Instead, they authenticate using a common auth service (say, auth.google), which by virtue of being a single domain can persist shared cookies for all its consumers. This would yield a valid token (possibly a JWT) that the authenticating application can then use however it would like, including as a cookie on the application's own domain.
Whenever you go to a service that temporarily sends you to a different login domain (often just immediately redirection you back), this is why.
I created a separate Chrome profile, and logged in to gmail. Then I disabled javascript, then deleted all my google.com cookies (but left my mail.google.com cookies). Then I reenabled javascript and visited mail.google.com again. I was logged out. So Google is using the google.com cookies.
The other reason I hypothesise is that corporate big brother snooping systems that have whitelists for their trusted services – with entries like mail.google.com or calendar.google.com – are simply too painful at this point for big tech to break for their customers by dropping the .com suffix, so big tech doesn’t bother.
No hard data on any of that, though.