* 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
}
    if (buffer)
      
      chunked_stream_writer_->AppendData(buffer->data(), buffer->size(),
                                         is_last);
    else if (is_last)
      
      chunked_stream_writer_->AppendData(nullptr, 0, true);
    if (first_call) {
      request_->Start();
    }
  } else {
    if (buffer) {
      
      using internal::UploadOwnedIOBufferElementReader;
      auto element_reader =
          UploadOwnedIOBufferElementReader::CreateWithBuffer(std::move(buffer));
      upload_element_readers_.push_back(
          std::unique_ptr<net::UploadElementReader>(element_reader));
    }
    if (is_last) {
      auto elements_upload_data_stream = new net::ElementsUploadDataStream(
          std::move(upload_element_readers_), 0);
      request_->set_upload(
          std::unique_ptr<net::UploadDataStream>(elements_upload_data_stream));
      request_->Start();
    }
  }
}
void AtomURLRequest::DoCancel() {