The embedded app does not load in incognito mode

Hi everyone, we are developing a new Shopify app and planning to submit it. We are using Osiset laravel with reactJs. We noticed that there is a restriction for the embedded app from the Requirements for apps in the Shopify App Store.
Embedded apps that don’t use session tokens - Embedded apps submitting to the Shopify App Store must use session tokens to authenticate.

So we used appBridge to get session token from shopify and I added it to the header of each axios call. Now the app works as expected in Chrome browser, but embeded app doesn’t work in incognito mode.

In addition, I have two questions regarding the implementation of session tokens:

  1. Does the session token need to be used even if the backend does not call the Shopify API?
  2. What is the best way to determine whether we are meeting the requirement? I saw some apps got rejected because The app shows an error when the 3rd party cookies are blocked.