Why cookies and set-cookie headers can't be set while making xmlhttprequest using setRequestHeader?

Why cookies and set-cookie headers can't be set while making
xmlhttprequest using setRequestHeader?

References

Reference NO 1

http://stackoverflow.com/questions/15198231/why-cookies-and-set-cookie-headers-cant-be-set-while-making-xmlhttprequest-usin

Reference NO 2

http://stackoverflow.com/questions/3280955/setrequestheader-cookie

Reference NO 3

http://stackoverflow.com/questions/10977058/xmlhttprequest-and-set-cookie-cookie

Reference NO 4

http://stackoverflow.com/questions/11784372/xmlhttprequest-setrequestheader-is-there-a-way-to-set-the-header-value-in

Reference NO 5

https://developer.mozilla.org/en-US/docs/Web/API/XMLHttpRequest

Reference NO 6

http://www.w3.org/TR/XMLHttpRequest/

Reference NO 7

http://www.pearsonhighered.com/samplechapter/0132216353.pdf

Reference NO 8

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