Cross domain is a powerful feature to improve the user experience of a website if you have multiple domains and/or sub-domains. Please note, it is currently only available to Enterprise plan only.
It is useful when you want to collect users' consent across multiple domains using a single cookie banner. Therefore, the user experience will be smoother when you own multiple websites/domains and redirect users in between them due to business flows.
Follow the further steps here to enable cross-domain consent.