In this case, thanks to regulation, it seems GrapheneOS team is talking with European Commission about this problem with Play Integrity API https://fosstodon.org/@[email protected]/113623767380032309 and the only hope is a movement of the regulator against this policy of Google.
There are only problems with a bunch of applications that recently decided to use Play Integrity API not with every banking app nor Netflix.
This is the list: https://grapheneos.org/articles/attestation-compatibility-guide#apps-banning-grapheneos
In fact those applications should not work with Lineage unless Play Integrity API is patched/cracked someway in Lineage.