* 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::UI);
  content::BrowserThread::PostTask(
      content::BrowserThread::IO, FROM_HERE,
      base::Bind(&AtomURLRequest::DoSetLoadFlags, this, flags));
}
void AtomURLRequest::DoWriteBuffer(
    scoped_refptr<const net::IOBufferWithSize> buffer,
    bool is_last) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  if (!request_) {
    return;
  }
  if (is_chunked_upload_) {
    
    bool first_call = false;
    if (!chunked_stream_writer_) {
      std::unique_ptr<net::ChunkedUploadDataStream> chunked_stream(
          new net::ChunkedUploadDataStream(0));
      chunked_stream_writer_ = chunked_stream->CreateWriter();
      request_->set_upload(std::move(chunked_stream));
      first_call = true;