If I understand correctly, the decision about whether to capture a trace should be made by one service, as close to the request source as possible.
Then that decision should be passed along with the request and honored by each service involved in the request processing.
Currently, if a service is configured to send samples to jaeger, it also defaults to a sampling rate of 10 per second. If both the auth layer, distributor and ingester were configured thusly, you would see 10-20 traces per second from the distributor, and 20-30 traces per second from the ingester. Additionally you'd see some traces which start at the distributor or the ingester.
For cortex I think whether to sample should be decided by the (exersise-for-the-reader) auth proxy, and the ruler & ingester - since the ruler & ingester originate work based on timers.