Almost all of our HTTP responses come back with three cookies that are set at the caching layer:
Web API developers don't like to manage cookies. Since these seem to be mostly focused on analytics for tracking usage, they're unlikely to store and return these cookies. Just sending the cookies is a bad smell for API developers.
Since the api.wikimedia.org API gateway is supposed to give a best-practices experience for developers, we'd like to make an exception for this server so that the cookies aren't emitted. I realise adding this kind of special case is a hassle, but it would be a nice bit of polish for our developer experience.
We're filtering out any other cookies that are set by MediaWiki (see T258748), so it would be nice to cover these too.