Route.continue: Clarify behavior with Cookies in headers

[AgnesToulet]

Playwright clearly indicates in their documentation that Cookies headers in route.continue will be removed (see https://playwright.dev/docs/api/class-route#route-continue). This was a recent update to unify behaviors between browsers (see microsoft/playwright#35168). As we are not supporting multiple browsers, we may not want to follow the same direction. The two options we have are:

• Document Chromium behavior so users are not surprised if Cookies headers are not taken into account if the cookie already exists in the cookie jar.
• Remove Cookies header (and document) so the behavior is consistent with Playwright and user knows what to expect at all times.

See discussion here: #4971 (comment)