* Electron version: 1.4.5
* Operating system: Win 10 x64

### Expected behavior

`net.request` sends cookie as what I set

### Actual behavior

`net.request` sends cookie as default session's cookie

### How to reproduce

```
const {net} = require('electron');
const request = net.request({
	method: 'GET',
	url: 'https://mydomain.com/foo',
	session: null
});
request.removeHeader('Cookie');
// If current default session has a cookie `foo=11111`, 
// `request.setHeader` here has no effect. the request always send `foo=11111` 
// but expected is `foo=22222`
request.setHeader('Cookie', 'foo=22222');
request.end();
```

atom/browser/net/atom_url_request.cc
scoped_refptr<net::HttpResponseHeaders> response_headers) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  if (delegate_)
    delegate_->OnResponseStarted(response_headers);
}
void AtomURLRequest::InformDelegateResponseData(
    scoped_refptr<net::IOBufferWithSize> data) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  
  
  if (delegate_)
    delegate_->OnResponseData(data);
}
void AtomURLRequest::InformDelegateResponseCompleted() const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  if (delegate_)
    delegate_->OnResponseCompleted();
}
void AtomURLRequest::InformDelegateErrorOccured(const std::string& error,
                                                bool isRequestError) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  if (delegate_)
    delegate_->OnError(error, isRequestError);
}
}