This is exactly how information about you is leaked to advertisers. Maybe the scripts you load from those third–party domains are harmless, or maybe they send everything you see and type back to the third party.
There is javascript on the page that detects the failure and puts up the error message blaming the browser. Really the browser is taking a completely legitimate action, and Twitter could get around it by simply hosting all of their javascript on the same domain that you visit. If you visit x.com it would load javascript from x.com. But if you visit twitter.com, it would load the same javascript files from twitter.com urls instead. Or twitter.com could just redirect you to x.com. Either way, the problem would be solved. But by asking you to turn off strict browsing mode, it enables Twitter to load javascript from real third parties that just want to advertise to you.
https://www.whois.com/whois/twimg.com
Looking at the registrant email confirms that it is. I've seen the twimg domain a lot as it's used for their images (pbs.twimg.com) too.
just like google forcing browsers to send full referrer cross domain by strong arming w3c with chrome. because their business model depends on full referrer cross domain.
xitter decided it's business model depends on third party cookies. so they're strong arming users into enabling it on the browser globally.
everything is simple. there's no complex technological reason for any of those things. it's all access to your data and money.
the browser is the battle ground and they win every single time.
I fully endorse this use. I’ve been using it myself for some time. I’m so sick of newspapers writing “X (formerly Twitter)” everywhere. And “Xitter” has all of the right connotations for the cess pit that xitter has become.