No, that works since the session cookie is set on sub.domain.com
and as such received on foo.sub.mydomain.com
as well as bar.sub.mydomain.com
.
What you describe in the comment is not really an attack since it is the same user in the same browser. Sort of the equivalent of what is mentioned above, except handled manually in the browser... It would be a problem is you could somehow steal a cookie from another user but then again that would be an attack not specific to mod_auth_openidc and is impossible assuming everything runs over https and there's no malware in the browser.
If you really need separation you can split out in to virtual hosts and run a different mod_auth_openidc configuration in each host. Then the Apache cookies won't be reusable across the two hosts. Of course both hosts would still redirect to the OP for authentication and an SSO session+cookie may exist there that binds the two sessions together implicitly.