* 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
bool is_writing_ = false;
  uint64_t bytes_written_ = 0;
  v8::Isolate* isolate_;
  v8::Global<v8::Function> body_func_;
};
gin::WrapperInfo JSChunkedDataPipeGetter::kWrapperInfo = {
    gin::kEmbedderNativeGin};
const net::NetworkTrafficAnnotationTag kTrafficAnnotation =
    net::DefineNetworkTrafficAnnotation("electron_net_module", R"(
        semantics {
          sender: "Electron Net module"
          description:
            "Issue HTTP/HTTPS requests using Chromium's native networking "
            "library."
          trigger: "Using the Net module"
          data: "Anything the user wants to send."
          destination: OTHER
        }
        policy {
          cookies_allowed: YES
          cookies_store: "user"
          setting: "This feature cannot be disabled."
        })");
base::IDMap<SimpleURLLoaderWrapper*>& GetAllRequests() {
  static base::NoDestructor<base::IDMap<SimpleURLLoaderWrapper*>>
      s_all_requests;
  return *s_all_requests;
}
}  
SimpleURLLoaderWrapper::SimpleURLLoaderWrapper(