* 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(!request_context_getter_);
  DCHECK(!request_);
}
scoped_refptr<AtomURLRequest> AtomURLRequest::Create(
    AtomBrowserContext* browser_context,
    const std::string& method,
    const std::string& url,
    api::URLRequest* delegate) {
  DCHECK_CURRENTLY_ON(content::BrowserThread::UI);
  DCHECK(browser_context);
  DCHECK(!url.empty());
  DCHECK(delegate);
  if (!browser_context || url.empty() || !delegate) {
    return nullptr;
  }
  auto request_context_getter = browser_context->url_request_context_getter();
  DCHECK(request_context_getter);
  if (!request_context_getter) {
    return nullptr;
  }
  scoped_refptr<AtomURLRequest> atom_url_request(new AtomURLRequest(delegate));
  if (content::BrowserThread::PostTask(
          content::BrowserThread::IO, FROM_HERE,
          base::Bind(&AtomURLRequest::DoInitialize, atom_url_request,
                     request_context_getter, method, url))) {
    return atom_url_request;
  }
  return nullptr;
}
void AtomURLRequest::Terminate() {