I don't know the details of the implementation, so I'm theorizing here, but the most important thing is not whether those cookies are set, but whether they can

I don't know the details of the implementation, so I'm theorizing here, but the most important thing is not whether those cookies are set, but whether they can be read e.g. by other browser tabs and other origins. It could be that those cookies are temporarily set, in an isolated way, to avoid breaking things too much. IIRC, there are some heuristics in place and some cookies used for multi-domain Single-Sign-On are allowed (even in Firefox).