title: Python requests set-cookie not properly set
body: <p>The <code>'Set-cookie'</code> is not properly returned to the requests session.</p>
  
  <p>Code:</p>
  
  <pre><code>import requests
  
  r = requests.Session()
  respond = r.put("192.168.1.111/getC", json=data, verify=False)
  </code></pre>
  
  <p>Let us check cookie of the response (empty)</p>
  
  <pre><code>respond.cookies
  &lt;RequestsCookieJar[]&gt;
  </code></pre>
  
  <p>Let us check the header</p>
  
  <pre><code>respond.headers
  {'Content-Type': 'application/json; charset=UTF-8', 'Date': 'Sun, 30 Jun 2019 11:19:05 GMT+00:00', 'Accept-Ranges': 'bytes', 'Server': 'Restlet-Framework/2.3.12', 'Set-Cookie': 'Credentials=sdf34dsfsdf23rsdfsdf234r23r23r; Path=/; Domain=blah.local; Secure'}
  </code></pre>
  
  <p>Let us check the cookie of the session (empty)</p>
  
  <pre><code>r.cookies
  &lt;RequestsCookieJar[]&gt;
  </code></pre>
  
  <p>I think <code>requests</code> should automatically load the <code>set-cookie</code> to the session, right? Why it is not working here, and how should I set the cookie using the header here?</p>