Fix cookie setting (#379)

* fix cookie setting

Signed-off-by: Ben Cassell <ben.cassell@databricks.com>

* Removing cookie code

Signed-off-by: Ben Cassell <ben.cassell@databricks.com>

---------

Signed-off-by: Ben Cassell <ben.cassell@databricks.com>
Signed-off-by: varun-edachali-dbx <varun.edachali@databricks.com>

Author: benc-db

src/databricks/sql/auth/thrift_http_client.py

@@ -189,10 +189,6 @@ def flush(self):
         self.message = self.__resp.reason
         self.headers = self.__resp.headers
 
-        # Saves the cookie sent by the server response
-        if "Set-Cookie" in self.headers:
-            self.setCustomHeaders(dict("Cookie", self.headers["Set-Cookie"]))
-
     @staticmethod
     def basic_proxy_auth_header(proxy):
         if proxy is None or not proxy.username: