* 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);
  if (request_) {
    request_->Cancel();
  }
  DoTerminate();
}
void AtomURLRequest::DoSetExtraHeader(const std::string& name,
                                      const std::string& value) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  if (!request_) {
    return;
  }
  request_->SetExtraRequestHeaderByName(name, value, true);
}
void AtomURLRequest::DoRemoveExtraHeader(const std::string& name) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  if (!request_) {
    return;
  }
  request_->RemoveRequestHeaderByName(name);
}
void AtomURLRequest::DoSetAuth(const base::string16& username,
                               const base::string16& password) const {
  DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  if (!request_) {
    return;
  }
  request_->SetAuth(net::AuthCredentials(username, password));
}
void AtomURLRequest::DoCancelAuth() const {