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I was doing research and apparently you shouldn’t have subdomains like for example "blog.example.com", and I understand why. But I have an issue, I am doing on site seo and I am getting an "F" score for "Use cookie free domains" on GTMetrix.com but the problem is I can’t fix this issue unless I use a subdomain but I don’t want it to affect my seo. I have tried everything but no luck. What should I do?

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I was doing research and apparently you shouldn't have subdomains like for example "blog.example.com", and I understand why. But I have an issue, I am doing on site seo and I am getting an "F" score for "Use cookie free domains" on GTMetrix.com but the problem is I can't...