You usually try to make individual micro frontends as self contained as possible. Similar to the advice that microservices shouldn't share a database its common practice for micro frontends to not work on the same state.
If your system boundaries are use-case based you shouldn't need an overarching state management or orchestration layer. We try to slice our systems in a way that e.g. a transaction like a checkout flow is confined in one system and not distributed.
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