Chrome Beta update to v41 comes with a new feature for everyone who likes to practice safe web browsing and want to increase their privacy while browsing. And this feature is to disable third-party cookies as a separate option.
You can try this feature by going to Chrome Beta’s Settings, under Site Settings, where you’ll find that the Cookies option has been switched, here you can still completely allow or disallow sites to save and read cookie data, but you can also disable only third-party cookies as a separate option.