web integration: Add note about cross-origin same-agent functions

Author: nicolo-ribaudo

WEB-INTEGRATION.md

@@ -753,6 +753,10 @@ will be reset such that document load and tasks that directly flow from it
 empty AsyncContext snapshot, which will be an empty mapping (i.e. every
 `AsyncContext.Variable` will be set to its initial value).
 
+## Cross-origin iframes
+
+Cross-origin API calls do not propagate the context from one origin to the other, as if they were happening in different agents/threads. This is also true for APIs that are observably in the same agent, such as calling `.focus()` on a cross-origin iframe's window.
+
 ## Module evaluation
 
 When you import a JS module multiple times, it will only be fetched and