Have you ever noticed that it doesn’t open your normal browsing app (chrome, safari, etc.) when you click on a link from your Instagram, Facebook, or Twitter app? It opens up a browser inside the app. These browsers do not save cookies.
For you to get sale credit on an affiliate link, the customer would need to purchase it on the social media browser. If they go back to their normal browser, the sale is not credited to the affiliate since there was no cookie saved on their device.