* 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);
  delegate_ = nullptr;
  content::BrowserThread::PostTask(
      content::BrowserThread::IO, FROM_HERE,
      base::Bind(&AtomURLRequest::DoTerminate, this));
}
void AtomURLRequest::DoInitialize(
    scoped_refptr<net::URLRequestContextGetter> request_context_getter,
    const std::string& method,
    const std::string& url) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::IO);
  DCHECK(request_context_getter);
  request_context_getter_ = request_context_getter;
  request_context_getter_->AddObserver(this);
  auto context = request_context_getter_->GetURLRequestContext();
  if (!context) {
    
    DoCancelWithError("Cannot start a request after shutdown.", true);
    return;
  }
  DCHECK(context);
  request_ = context->CreateRequest(
      GURL(url), net::RequestPriority::DEFAULT_PRIORITY, this);
  if (!request_) {
    DoCancelWithError("Failed to create a net::URLRequest.", true);
    return;
  }
  request_->set_method(method);
}
void AtomURLRequest::DoTerminate() {