* Electron version: 1.6.2
* Operating system: macOS 10.12

### Expected behavior

Requests sent with the net module should behave one of two ways regarding cookies.
- Either not care about cookies at all, and neither store them nor send them back automatically.
- Or, fully handle cookies, store them when getting a `set-cookie` header, and send them back when necessary, automatically (with the possibility of an option to disable this behaviour)

### Actual behavior

Requests sent with the net module store cookies in the Session used by the request when getting a `set-cookie` header, but do not send them back afterwards.

### How to reproduce

```bash
git clone https://github.com/arantes555/electron-net-cookies-testcase.git && cd electron-net-cookies-testcase
npm i
npm start
```
output: 
```
Server started
REQUEST-HEADERS { 'Accept-Encoding': 'gzip, deflate',
  'Accept-Language': 'fr',
  'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/56.0.2924.87 Electron/1.6.2 Safari/537.36' }
Response SET-COOKIE: undefined
STORED COOKIES: []
REQUEST-HEADERS { 'Accept-Encoding': 'gzip, deflate',
  'Accept-Language': 'fr',
  'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/56.0.2924.87 Electron/1.6.2 Safari/537.36' }
Response SET-COOKIE: a=1,b=1
STORED COOKIES: [{"name":"a","value":"1","domain":"localhost"},{"name":"b","value":"1","domain":"localhost"}]
REQUEST-HEADERS { 'Accept-Encoding': 'gzip, deflate',
  'Accept-Language': 'fr',
  'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/56.0.2924.87 Electron/1.6.2 Safari/537.36' }
Response SET-COOKIE: a=1,b=1
```

Btw, if I'm reporting multiple issues with the net module these days, it's because I'm working on https://github.com/arantes555/electron-fetch , if you wanna take a look :)
shell/browser/api/electron_api_url_loader.cc
const GURL& url,
    bool first_auth_attempt,
    net::AuthChallengeInfo auth_info,
    network::mojom::URLResponseHeadPtr head,
    mojo::PendingRemote<network::mojom::AuthChallengeResponder>
        auth_challenge_responder) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  mojo::Remote<network::mojom::AuthChallengeResponder> auth_responder(
      std::move(auth_challenge_responder));
  
  
  
  auth_responder.set_disconnect_handler(base::BindOnce(
      &SimpleURLLoaderWrapper::Cancel, weak_factory_.GetWeakPtr()));
  auto cb = base::BindOnce(
      [](mojo::Remote<network::mojom::AuthChallengeResponder> auth_responder,
         gin::Arguments* args) {
        base::string16 username_str, password_str;
        if (!args->GetNext(&username_str) || !args->GetNext(&password_str)) {
          auth_responder->OnAuthCredentials(base::nullopt);
          return;
        }
        auth_responder->OnAuthCredentials(
            net::AuthCredentials(username_str, password_str));
      },
      std::move(auth_responder));
  Emit("login", auth_info, base::AdaptCallbackForRepeating(std::move(cb)));
}
void SimpleURLLoaderWrapper::Cancel() {