Here is an example implementation on github, but certainly my organisation will not implement it (straight out of github project), unless Microsoft can push this capability to Sharepoint:
Please see this image for more details, where I am trying to suggest adding a new Web Part for Scripts+CSS:
This capability is available in old Sharepoint Pages, so hopefully it should be easy to push in Modern Pages (which I really like to use).
Gabriel Smoljár commented
WordPress has done this in a nice way. Each block (section or web part in the SharePoint world) has a property called "Custom CSS class". This class is then added to the root element of that block. You can then add a style for that class in the theme's CSS. Something similar in SharePoint would be nice.