* 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
std::unique_ptr<network::ResourceRequest> request,
    network::mojom::URLLoaderFactory* url_loader_factory)
    : id_(GetAllRequests().Add(this)) {
  
  
  request->render_frame_id = id_;
  
  
  auto request_body = std::move(request->request_body);
  auto* request_ref = request.get();
  loader_ =
      network::SimpleURLLoader::Create(std::move(request), kTrafficAnnotation);
  if (request_body) {
    request_ref->request_body = std::move(request_body);
  }
  loader_->SetAllowHttpErrorResults(true);
  loader_->SetOnResponseStartedCallback(base::BindOnce(
      &SimpleURLLoaderWrapper::OnResponseStarted, base::Unretained(this)));
  loader_->SetOnRedirectCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnRedirect, base::Unretained(this)));
  loader_->SetOnUploadProgressCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnUploadProgress, base::Unretained(this)));
  loader_->SetOnDownloadProgressCallback(base::BindRepeating(
      &SimpleURLLoaderWrapper::OnDownloadProgress, base::Unretained(this)));
  loader_->DownloadAsStream(url_loader_factory, this);
}
void SimpleURLLoaderWrapper::Pin() {