* 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_) {
    return;
  }
  DCHECK_EQ(request, request_.get());
  const auto status = request_->status();
  bool response_error = false;
  bool data_ended = false;
  bool data_transfer_error = false;
  do {
    if (!status.is_success()) {
      response_error = true;
      break;
    }
    if (bytes_read == 0) {
      data_ended = true;
      break;
    }
    if (bytes_read < 0 || !CopyAndPostBuffer(bytes_read)) {
      data_transfer_error = true;
      break;
    }
  } while (
      request_->Read(response_read_buffer_.get(), kBufferSize, &bytes_read));
  if (response_error) {
    DoCancelWithError(net::ErrorToString(status.ToNetError()), false);
  } else if (data_ended) {
    content::BrowserThread::PostTask(