gentzen said:
if I have an electron, then I do think of its four-momentum as a property of the electron.
The problem is that there is no single mathematical object that is referred to by "its four-momentum". Physicists, with their usual sloppiness about mathematical rigor (which I fully sympathize with, since I do it myself plenty of times), refer to an object's 4-momentum as a 4-vector and call it a single "frame-covariant" (to use your term) geometric object. But that doesn't really hold up when you try to unpack it.
Say, for example, that we assign a 4-momentum ##(m, 0, 0, 0)## to an object in its rest frame. Then we Lorentz transform to a frame in which the object is moving with speed ##v## in the ##x## direction, and we say that the object's 4-momentum gets transformed to ##( \gamma m, \gamma m v, 0 ,0)## in the new frame. But to a mathematician, those are
two different vectors in the vector space "Minkowski spacetime". The Lorentz transformation induces a hyperbolic rotation on timelike vectors that maps one to the other, but that doesn't make them the same.
If you're ok with saying that "the object's 4-momentum" is not "a vector", but a whole equivalence class of vectors (all the ones that are related to ##(m, 0, 0, 0)## by Lorentz transformations), then I guess you could call that an "intrinsic frame-covariant property" of the object. But I don't think that's what most physicists would call it, because we don't
measure an equivalence class of vectors. We measure components--the energy and the momentum in a given direction. And the components are straightforwardly frame-dependent; you
have to pick a particular frame (the frame specified by the measuring device) to know their values. So there's no way to view them as properties of just the object alone, without specifying a frame (the measuring device and the frame it defines).