* [x] I have read the [Contributing Guidelines](https://github.com/electron/electron/blob/master/CONTRIBUTING.md) for this project.
* [x] I agree to follow the [Code of Conduct](https://github.com/electron/electron/blob/master/CODE_OF_CONDUCT.md) that this project adheres to.
* [x] I have searched the issue tracker for an issue that matches the one I want to file, without success.

### Issue Details

* **Electron Version:**
  * 7.0.0-beta.7
* **Operating System:**
  * Windows 10
* **Last Known Working Electron version:**
  * 6

### Expected Behavior
Cookies are received

### Actual Behavior
response.headers["set-cookie"] never contains cookies

### To Reproduce
Do a request using the net module as described here: https://electronjs.org/docs/api/net
to any site that will return cookies.

shell/browser/api/atom_api_url_loader.cc
std::unique_ptr<network::ResourceRequest> request,
    network::mojom::URLLoaderFactory* url_loader_factory)
    : id_(GetAllRequests().Add(this)) {
  
  
  request->render_frame_id = id_;
  
  
  auto request_body = std::move(request->request_body);
  auto* request_ref = request.get();
  loader_ =
      network::SimpleURLLoader::Create(std::move(request), kTrafficAnnotation);
  if (request_body) {
    request_ref->request_body = std::move(request_body);
  }
  loader_->SetAllowHttpErrorResults(true);
  loader_->SetOnResponseStartedCallback(base::BindOnce(
      &SimpleURLLoaderWrapper::OnResponseStarted, base::Unretained(this)));
  loader_->SetOnRedirectCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnRedirect, base::Unretained(this)));
  loader_->SetOnUploadProgressCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnUploadProgress, base::Unretained(this)));
  loader_->SetOnDownloadProgressCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnDownloadProgress, base::Unretained(this)));
  loader_->DownloadAsStream(url_loader_factory, this);
}
void SimpleURLLoaderWrapper::Pin() {