Disabling 3rd party cookies breaks event collection (with experience-platform-connector)

Hi everyone, as a precaution we're internally trying to detect the impact of the planned deprecation of 3rd party cookies by major browsers.
[Google shares update on next step toward phasing out third-party cookies in Chrome (blog.google)](https://blog.google/products/chrome/privacy-sandbox-tracking-protection/)
[Saying goodbye to third-party cookies in 2024 | MDN Blog (mozilla.org)](https://developer.mozilla.org/en-US/blog/goodbye-third-party-cookies/)

As per the [Adobe Cookie](https://experienceleague.adobe.com/en/docs/commerce-admin/start/compliance/privacy/compliance-cookie-law#additional-cookies) there are additional cookies in play required for some systems.

Currently the _@adobe/magento-storefront-event-collector_ package (which in itself is a dependency of _@magento/experience-platform-connector_ uses _snowplow_ as a depedency. Which uses 3rd party cookies that when disabled make it so that the flow of event capture is broken.

### Expected Behaviour
Events are captured by the event collector and sent to the edge server edge server collecting them.
### Actual Behaviour
The events are captured by the event collector and are failing to be sent to the edge server collecting them.
### Reproduce Scenario (including but not limited to)
- clone latest version of pwa-studio
- install @magento/experience-platform-connector
- run pwa-studio locally
- disable 3rd party cookies on Firefox or a Chrome-bases browser
- perform any of the documented automatically captured events

#### Steps to Reproduce
- disable 3rd party cookies on Firefox or a Chrome-bases browser
- perform any of the documented automatically captured events

#### Platform and Version
```
pwa-studio
@magento/experience-platform-connector: "^1.0.5"
magento-storefront-event-collector": "1.6.0"
```

#### Sample Code that illustrates the problem
The issue is the [mg](https://github.com/adobe/commerce-events/blob/main/packages/storefront-events-collector/src/snowplow.ts#L24) cookie being set on snowplow.

#### Logs taken while reproducing problem
```
{
"log": {
"version": "1.2",
"creator": {
"name": "Firefox",
"version": "129.0"
},
"browser": {
"name": "Firefox",
"version": "129.0"
},
"pages": [
{
"id": "page_1",
"pageTimings": {
"onContentLoad": 509,
"onLoad": 688
},
"startedDateTime": "2024-08-02T08:42:52.601+01:00",
"title": "REDACTED"
}
],
"entries": [
{
"startedDateTime": "2024-08-02T08:42:52.601+01:00",
"request": {
"bodySize": 0,
"method": "POST",
"url": "https://edge.adobedc.net/ee/v1/interact?configId=32aa7c42-63fb-4d55-b41e-3e5baa73e1ef&requestId=a310b94a-2206-4fed-8e9d-866a83877cbb",
"httpVersion": "",
"headers": [
{
"name": "Host",
"value": "edge.adobedc.net"
},
{
"name": "User-Agent",
"value": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10.15; rv:129.0) Gecko/20100101 Firefox/129.0"
},
{
"name": "Accept",
"value": "*/*"
},
{
"name": "Accept-Language",
"value": "en-US,en;q=0.5"
},
{
"name": "Accept-Encoding",
"value": "gzip, deflate, br, zstd"
},
{
"name": "Referer",
"value": "REDACTED"
},
{
"name": "Content-Type",
"value": "text/plain; charset=UTF-8"
},
{
"name": "Content-Length",
"value": "2089"
},
{
"name": "Origin",
"value": "REDACTED"
},
{
"name": "DNT",
"value": "1"
},
{
"name": "Sec-GPC",
"value": "1"
},
{
"name": "Connection",
"value": "keep-alive"
}
],
"cookies": [],
"queryString": [
{
"name": "configId",
"value": "32aa7c42-63fb-4d55-b41e-3e5baa73e1ef"
},
{
"name": "requestId",
"value": "a310b94a-2206-4fed-8e9d-866a83877cbb"
}
],
"headersSize": 0
},
"response": {
"status": 0,
"statusText": "",
"httpVersion": "",
"headers": [],
"cookies": [],
"content": {},
"redirectURL": "",
"headersSize": 0,
"bodySize": -1
},
"cache": {},
"timings": {},
"time": 0,
"pageref": "page_1"
}
]
}
}
```

Start with packages/storefront-events-collector/src/snowplow.ts at line 24, then reproduce the documented event capture flow with third-party cookies disabled in Firefox or a Chrome-based browser. Done means automatically captured events are sent to the Adobe edge server under that configuration.

Written by the indexing model from the issue text.