You can still have many distinct identities if you want to, the point is just that you also don't have to for cases when you want to have shared data flowing and interlinking between apps.

>How is websockets better than XHR in this case?

Websockets are used for retransmitting changes from millions of repositories to a bunch of apps that want to aggregate over that data and create app-specific indexes. I'm not sure what XHR has to do with that or how it helps there. Have a look at the data stream: https://pdsls.dev/jetstream?instance=wss%3A%2F%2Fjetstream1....