https://api.drupal.org/api/drupal/core!modules!user!user.module/function/user_login_finalize/9.2.x regenerates the sessions each time the user logs in. This can become a little hassle if user for instance switch between working between different deices (e.g. mobile + laptop). Is there any way to make the user stay logged in across devices?
No, not really. There is no practical way to share the same session between devices or between different browsers on the same device.
If you wish to ease transition between devices, a single sign on (SSO) integration that uses popular account sources (like for example, Google) may improve the user experience. There are various options for SSO.