* 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
DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  request_.reset();
  if (request_context_getter_) {
    request_context_getter_->RemoveObserver(this);
    request_context_getter_ = nullptr;
  }
}
bool AtomURLRequest::Write(scoped_refptr<const net::IOBufferWithSize> buffer,
                           bool is_last) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  return content::BrowserThread::PostTask(
      content::BrowserThread::IO, FROM_HERE,
      base::Bind(&AtomURLRequest::DoWriteBuffer, this, buffer, is_last));
}
void AtomURLRequest::SetChunkedUpload(bool is_chunked_upload) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  
  
  
  is_chunked_upload_ = is_chunked_upload;
}
void AtomURLRequest::Cancel() {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  content::BrowserThread::PostTask(content::BrowserThread::IO, FROM_HERE,
                                   base::Bind(&AtomURLRequest::DoCancel, this));
}
void AtomURLRequest::SetExtraHeader(const std::string& name,